+156.2%
DT vs PSKY
-83.9%
+240.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -2.5% |
| 7D | -3.8% | -24.6% | +20.8% | +4.2% |
| 30D | +14.6% | -36.1% | +50.7% | +30.3% |
| 3M | -17.6% | -77.9% | +60.3% | +20.5% |
| 6M | -17.6% | -77.9% | +60.3% | +20.5% |
| YTD | -17.6% | -77.9% | +60.3% | +20.5% |
| 1Y | -17.6% | -77.9% | +60.3% | +20.5% |
| 3Y | -17.6% | -77.9% | +60.3% | +20.5% |
| 5Y | -18.9% | -80.0% | +61.1% | +21.0% |
| All | +156.2% | -83.9% | +240.1% | +267.2% |
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