+741.1%
DECK vs PSKY
-74.2%
+815.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -13.6% | +24.0% | -37.6% | -17.1% |
| 3M | -21.2% | +2.2% | -23.4% | -21.7% |
| 6M | -21.1% | -9.0% | -12.1% | -20.3% |
| YTD | -17.2% | -18.1% | +0.9% | -15.3% |
| 1Y | -30.7% | -25.1% | -5.6% | -28.7% |
| 3Y | -3.4% | -16.3% | +13.0% | -9.2% |
| 5Y | +25.5% | -70.4% | +95.9% | +45.5% |
| All | +741.1% | -74.2% | +815.3% | +623.2% |
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