-17.7%
PSKY vs DGX
+96.4%
-114.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | +11.6% | -1.2% | +12.7% | +11.9% |
| 3M | +1.5% | +15.8% | -14.2% | -2.1% |
| 6M | +7.7% | +18.2% | -10.5% | +3.2% |
| YTD | -20.1% | +37.2% | -57.3% | -26.8% |
| 1Y | -38.3% | +30.4% | -68.6% | -42.5% |
| 3Y | -17.7% | +96.7% | -114.4% | -36.3% |
| All | -17.7% | +96.4% | -114.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling