+2,386.6%
DXCM vs PSKY
-42.2%
+2,428.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.3% | +24.0% | -17.6% | -0.2% |
| 3M | +21.1% | +2.2% | +18.9% | +19.8% |
| 6M | +20.6% | -9.0% | +29.6% | +22.3% |
| YTD | +32.4% | -18.1% | +50.6% | +36.9% |
| 1Y | +8.8% | -25.1% | +33.9% | +12.8% |
| 3Y | -13.7% | -16.3% | +2.6% | -22.2% |
| 5Y | -35.2% | -70.4% | +35.2% | -23.1% |
| 10Y | +281.8% | -74.2% | +356.0% | +279.0% |
| All | +2,386.6% | -42.2% | +2,428.8% | +1,003.2% |
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