+117.1%
AA vs PSKY
-75.1%
+192.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.3% |
| 7D | -5.4% | -6.0% | +0.6% | -3.6% |
| 30D | -10.7% | +10.7% | -21.3% | -13.8% |
| 3M | -26.2% | +1.2% | -27.3% | -26.8% |
| 6M | -20.9% | +1.5% | -22.4% | -22.4% |
| YTD | -8.6% | -21.8% | +13.1% | -4.3% |
| 1Y | +57.4% | -30.2% | +87.6% | +67.1% |
| 3Y | +77.8% | -20.1% | +97.9% | +62.9% |
| 5Y | +2.7% | -70.5% | +73.2% | +29.8% |
| All | +117.1% | -75.1% | +192.2% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling