-28.4%
DT vs PSKY
-71.8%
+43.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.4% |
| 7D | -0.5% | -6.8% | +6.3% | +0.5% |
| 30D | +0.1% | +10.2% | -10.2% | -1.5% |
| 3M | +24.1% | +0.3% | +23.8% | +23.8% |
| 6M | +30.1% | -7.8% | +37.9% | +31.1% |
| YTD | +16.8% | -23.0% | +39.7% | +20.2% |
| 1Y | -0.1% | -31.6% | +31.6% | +3.9% |
| 3Y | +6.8% | -21.3% | +28.2% | +2.1% |
| 5Y | -28.4% | -71.5% | +43.1% | -13.5% |
| All | -28.4% | -71.8% | +43.5% | -13.5% |
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