-42.7%
PSKY vs DOC
+34.3%
-77.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -24.6% | +1.0% | -25.5% | -24.4% |
| 30D | -36.1% | -6.8% | -29.3% | -38.2% |
| 3M | -54.4% | +14.0% | -68.4% | -45.5% |
| 6M | -54.4% | +14.0% | -68.4% | -45.5% |
| YTD | -54.4% | +14.0% | -68.4% | -45.5% |
| 1Y | -58.4% | +9.9% | -68.3% | -49.5% |
| All | -42.7% | +34.3% | -77.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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