+20.0%
ABNB vs PSKY
-77.9%
+97.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.4% |
| 7D | +4.7% | -24.6% | +29.3% | +8.5% |
| 30D | +1.8% | -36.1% | +37.9% | +8.1% |
| 3M | +42.7% | -54.8% | +97.5% | +52.5% |
| 6M | +42.7% | -54.8% | +97.5% | +52.5% |
| YTD | +42.7% | -54.8% | +97.5% | +52.5% |
| 1Y | +41.3% | -58.4% | +99.7% | +53.9% |
| 3Y | +38.7% | -40.7% | +79.4% | +24.6% |
| 5Y | +2.7% | -80.0% | +82.7% | +22.5% |
| All | +20.0% | -77.9% | +97.9% | +30.0% |
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