-38.9%
PSKY vs DGX
+553.2%
-592.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -6.8% | -2.2% | -4.6% | -5.7% |
| 30D | +10.2% | -0.9% | +11.2% | +10.8% |
| 3M | +0.3% | +15.6% | -15.3% | -7.9% |
| 6M | -7.8% | +17.8% | -25.5% | -16.5% |
| YTD | -23.0% | +37.5% | -60.4% | -36.4% |
| 1Y | -31.6% | +31.2% | -62.8% | -42.1% |
| 3Y | -21.3% | +96.6% | -117.9% | -48.6% |
| 5Y | -71.5% | +64.9% | -136.4% | -79.8% |
| 10Y | -75.6% | +254.6% | -330.2% | -90.2% |
| All | -38.9% | +553.2% | -592.1% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling