+2,333.9%
DXCM vs PSKY
-63.1%
+2,397.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -5.9% |
| 7D | +2.3% | -24.6% | +26.9% | -19.0% |
| 30D | +1.6% | -36.1% | +37.7% | -29.9% |
| 3M | +456.0% | -84.9% | +540.9% | +329.1% |
| 6M | +456.0% | -84.9% | +540.9% | +329.1% |
| YTD | +456.0% | -84.9% | +540.9% | +329.1% |
| 1Y | +456.0% | -84.9% | +540.9% | +329.1% |
| 3Y | +456.0% | -84.9% | +540.9% | +329.1% |
| 5Y | +456.0% | -84.9% | +540.9% | +329.1% |
| 10Y | +321.4% | -84.4% | +405.8% | +219.9% |
| All | +2,333.9% | -63.1% | +2,397.0% | +701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling