-78.3%
PSKY vs DOC
-27.7%
-50.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -24.6% | +1.0% | -25.5% | -24.6% |
| 30D | -36.1% | -6.8% | -29.3% | -36.0% |
| 3M | -54.4% | +14.0% | -68.4% | -54.8% |
| 6M | -54.4% | +14.0% | -68.4% | -54.8% |
| YTD | -54.4% | +14.0% | -68.4% | -54.8% |
| 1Y | -58.4% | +9.9% | -68.3% | -57.8% |
| 3Y | -40.7% | +31.6% | -72.2% | -49.5% |
| All | -78.3% | -27.7% | -50.6% | -74.2% |
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