-38.0%
PSKY vs DVA
+580.4%
-618.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | +10.7% | +1.7% | +9.0% | +9.8% |
| 3M | +1.2% | -8.7% | +9.8% | +2.9% |
| 6M | +1.5% | +19.7% | -18.2% | -9.0% |
| YTD | -21.8% | +59.6% | -81.4% | -38.9% |
| 1Y | -30.2% | +37.1% | -67.3% | -42.0% |
| 3Y | -20.1% | +89.8% | -109.9% | -45.3% |
| 5Y | -70.5% | +47.4% | -117.9% | -78.6% |
| 10Y | -75.2% | +184.9% | -260.1% | -88.4% |
| All | -38.0% | +580.4% | -618.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling