+4.1%
DT vs PSKY
-28.3%
+32.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | +3.0% | +11.6% | -8.5% | +1.7% |
| 3M | +26.5% | +1.5% | +25.0% | +25.8% |
| 6M | +35.9% | +7.7% | +28.2% | +34.8% |
| YTD | +17.8% | -20.1% | +37.9% | +18.4% |
| 1Y | +4.1% | -38.3% | +42.3% | +5.9% |
| All | +4.1% | -28.3% | +32.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling