+169.1%
APD vs PSKY
-76.1%
+245.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | -0.2% |
| 7D | -4.6% | -6.8% | +2.2% | -3.8% |
| 30D | -4.2% | +10.2% | -14.4% | -5.4% |
| 3M | +5.0% | +0.3% | +4.7% | +4.8% |
| 6M | +8.9% | -7.8% | +16.7% | +9.4% |
| YTD | +21.9% | -23.0% | +44.9% | +24.6% |
| 1Y | +5.6% | -31.6% | +37.2% | +8.6% |
| 3Y | +6.9% | -21.3% | +28.2% | +3.6% |
| 5Y | +25.3% | -71.5% | +96.8% | +37.4% |
| 10Y | +169.1% | -75.6% | +244.7% | +139.9% |
| All | +169.1% | -76.1% | +245.1% | +139.9% |
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