-16.7%
DT vs PSKY
-78.0%
+61.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.4% |
| 7D | -3.8% | -24.6% | +20.8% | -0.1% |
| 30D | +14.6% | -36.1% | +50.7% | +21.6% |
| 3M | +30.8% | -53.8% | +84.6% | +42.2% |
| 6M | +30.8% | -53.8% | +84.6% | +42.2% |
| YTD | +30.8% | -53.8% | +84.6% | +42.2% |
| 1Y | +29.0% | -58.4% | +87.4% | +42.5% |
| 3Y | +26.4% | -40.7% | +67.1% | +22.5% |
| All | -16.7% | -78.0% | +61.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling