+279.0%
ADP vs PSKY
-76.1%
+355.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.3% |
| 7D | -5.7% | -6.8% | +1.2% | -4.8% |
| 30D | -3.1% | +10.2% | -13.3% | -4.4% |
| 3M | +15.6% | +0.3% | +15.3% | +15.4% |
| 6M | +20.8% | -7.8% | +28.6% | +21.5% |
| YTD | +4.7% | -23.0% | +27.7% | +7.3% |
| 1Y | -8.3% | -31.6% | +23.4% | -5.3% |
| 3Y | +13.6% | -21.3% | +34.9% | +9.8% |
| 5Y | +45.0% | -71.5% | +116.5% | +60.6% |
| 10Y | +279.0% | -75.6% | +354.6% | +270.6% |
| All | +279.0% | -76.1% | +355.1% | +270.6% |
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