+115.6%
DT vs PSKY
-75.9%
+191.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.3% |
| 7D | -2.5% | -6.0% | +3.4% | -1.5% |
| 30D | +3.5% | +10.7% | -7.1% | +1.6% |
| 3M | +26.7% | +1.2% | +25.6% | +26.1% |
| 6M | +36.1% | +1.5% | +34.7% | +35.0% |
| YTD | +18.6% | -21.8% | +40.4% | +22.3% |
| 1Y | +7.9% | -30.2% | +38.1% | +12.4% |
| 3Y | +8.6% | -20.1% | +28.7% | +3.5% |
| 5Y | -26.7% | -70.5% | +43.8% | -16.2% |
| All | +115.6% | -75.9% | +191.5% | +136.1% |
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