-35.5%
PSKY vs DTE
+732.8%
-768.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | +2.4% | +0.9% | +1.5% | +1.7% |
| 30D | +17.5% | -1.9% | +19.4% | +19.1% |
| 3M | +4.4% | -3.3% | +7.8% | +6.8% |
| 6M | -9.0% | -7.1% | -1.9% | -4.9% |
| YTD | -18.6% | +8.1% | -26.7% | -24.6% |
| 1Y | -27.7% | +5.3% | -33.0% | -31.6% |
| 3Y | -16.9% | +48.2% | -65.0% | -40.9% |
| 5Y | -70.3% | +33.2% | -103.5% | -77.7% |
| 10Y | -74.9% | +137.5% | -212.5% | -89.5% |
| All | -35.5% | +732.8% | -768.3% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling