-19.4%
PSKY vs DTE
+45.3%
-64.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +2.2% |
| 7D | -6.0% | -2.0% | -4.0% | -5.0% |
| 30D | +10.7% | -2.4% | +13.1% | +12.0% |
| 3M | +1.2% | -7.3% | +8.5% | +5.0% |
| 6M | +1.5% | -7.6% | +9.1% | +5.0% |
| YTD | -21.8% | +5.8% | -27.6% | -25.7% |
| 1Y | -30.2% | +2.3% | -32.5% | -32.1% |
| All | -19.4% | +45.3% | -64.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling