-75.1%
PSKY vs DVA
+187.8%
-262.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +11.6% | 0.0% | +11.6% | +11.5% |
| 3M | +1.5% | -10.9% | +12.5% | +3.4% |
| 6M | +7.7% | +17.3% | -9.6% | +0.4% |
| YTD | -20.1% | +59.8% | -79.9% | -32.9% |
| 1Y | -38.3% | +36.3% | -74.5% | -45.6% |
| 3Y | -17.7% | +88.6% | -106.3% | -36.7% |
| 5Y | -69.9% | +47.5% | -117.4% | -75.9% |
| All | -75.1% | +187.8% | -262.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling