+851.5%
DE vs PSKY
-74.6%
+926.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | +9.0% | +11.6% | -2.5% | +6.8% |
| 3M | +19.1% | +1.5% | +17.6% | +18.4% |
| 6M | +14.4% | +7.7% | +6.7% | +11.8% |
| YTD | +45.9% | -20.1% | +66.0% | +49.4% |
| 1Y | +43.6% | -38.3% | +81.9% | +52.7% |
| 3Y | +75.9% | -17.7% | +93.6% | +66.6% |
| 5Y | +98.8% | -69.9% | +168.7% | +125.3% |
| All | +851.5% | -74.6% | +926.1% | +798.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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