+99.4%
DE vs PSKY
-71.2%
+170.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -2.4% | -6.0% | +3.6% | -1.7% |
| 30D | +9.7% | +10.7% | -1.0% | +8.3% |
| 3M | +21.4% | +1.2% | +20.2% | +20.9% |
| 6M | +15.0% | +1.5% | +13.5% | +14.1% |
| YTD | +46.4% | -21.8% | +68.2% | +49.3% |
| 1Y | +45.6% | -30.2% | +75.8% | +49.4% |
| 3Y | +76.8% | -20.1% | +96.9% | +70.6% |
| 5Y | +99.4% | -70.5% | +169.9% | +141.0% |
| All | +99.4% | -71.2% | +170.6% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling