+865.9%
DECK vs PSKY
-85.1%
+951.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.5% |
| 7D | +3.4% | -24.6% | +28.0% | +6.3% |
| 30D | +6.4% | -36.1% | +42.6% | +11.4% |
| 3M | +7.8% | -52.6% | +60.3% | +12.8% |
| 6M | +7.8% | -52.6% | +60.3% | +12.8% |
| YTD | +7.8% | -52.6% | +60.3% | +12.8% |
| 1Y | -13.5% | -58.4% | +44.9% | -7.2% |
| 3Y | +2.6% | -40.7% | +43.3% | -5.1% |
| 5Y | +43.5% | -80.0% | +123.6% | +65.6% |
| All | +865.9% | -85.1% | +951.0% | +754.0% |
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 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