-3.7%
APA vs PSKY
-74.6%
+70.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | +4.6% | -2.4% | +7.0% | +5.3% |
| 30D | +11.9% | +11.6% | +0.3% | +7.7% |
| 3M | +22.5% | +1.5% | +20.9% | +21.0% |
| 6M | +37.5% | +7.7% | +29.8% | +31.5% |
| YTD | +87.2% | -20.1% | +107.3% | +95.1% |
| 1Y | +101.4% | -38.3% | +139.7% | +124.6% |
| 3Y | +16.9% | -17.7% | +34.6% | +2.6% |
| 5Y | +178.4% | -69.9% | +248.3% | +249.0% |
| All | -3.7% | -74.6% | +70.9% | -27.7% |
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