+117.6%
DT vs PSKY
-74.8%
+192.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +2.0% | +24.0% | -21.9% | -1.8% |
| 3M | +20.0% | +2.2% | +17.8% | +19.3% |
| 6M | +39.3% | -9.0% | +48.3% | +40.7% |
| YTD | +19.8% | -18.1% | +37.9% | +22.5% |
| 1Y | +4.3% | -25.1% | +29.4% | +7.3% |
| 3Y | +7.7% | -16.3% | +24.0% | +1.7% |
| 5Y | -26.8% | -70.4% | +43.5% | -16.3% |
| All | +117.6% | -74.8% | +192.4% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling