+295.8%
AFL vs PSKY
-74.6%
+370.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -1.6% | -2.4% | +0.7% | -1.3% |
| 30D | -4.0% | +11.6% | -15.6% | -5.8% |
| 3M | -0.5% | +1.5% | -2.0% | -1.0% |
| 6M | +6.5% | +7.7% | -1.2% | +4.4% |
| YTD | +6.2% | -20.1% | +26.3% | +8.5% |
| 1Y | +8.3% | -38.3% | +46.6% | +14.7% |
| 3Y | +62.5% | -17.7% | +80.3% | +53.7% |
| 5Y | +136.2% | -69.9% | +206.0% | +167.0% |
| All | +295.8% | -74.6% | +370.4% | +218.2% |
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