+2,864.5%
DE vs PSKY
-42.6%
+2,907.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +9.6% | +17.5% | -7.9% | +4.4% |
| 3M | +19.0% | +4.4% | +14.5% | +16.7% |
| 6M | +16.1% | -9.0% | +25.1% | +17.1% |
| YTD | +47.0% | -18.6% | +65.6% | +51.4% |
| 1Y | +43.1% | -27.7% | +70.9% | +49.5% |
| 3Y | +77.5% | -16.9% | +94.4% | +60.3% |
| 5Y | +96.4% | -70.3% | +166.6% | +130.3% |
| 10Y | +852.9% | -74.9% | +927.8% | +870.8% |
| All | +2,864.5% | -42.6% | +2,907.0% | +1,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling