-70.6%
PSKY vs DOC
-24.5%
-46.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.7% |
| 30D | +24.0% | -4.8% | +28.7% | +27.1% |
| 3M | +2.2% | +6.9% | -4.7% | -2.3% |
| 6M | -9.0% | +20.7% | -29.7% | -19.9% |
| YTD | -18.1% | +34.1% | -52.3% | -32.7% |
| 1Y | -25.1% | +22.6% | -47.7% | -34.7% |
| 3Y | -16.3% | +20.8% | -37.2% | -29.4% |
| All | -70.6% | -24.5% | -46.1% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling