+44.3%
AR vs PSKY
-76.1%
+120.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.4% |
| 7D | -1.2% | -6.8% | +5.6% | +0.5% |
| 30D | +5.5% | +10.2% | -4.7% | +2.8% |
| 3M | +12.9% | +0.3% | +12.6% | +12.2% |
| 6M | +0.1% | -7.8% | +7.8% | +0.7% |
| YTD | +13.5% | -23.0% | +36.5% | +18.6% |
| 1Y | +21.6% | -31.6% | +53.2% | +29.0% |
| 3Y | +46.0% | -21.3% | +67.3% | +35.4% |
| 5Y | +143.7% | -71.5% | +215.2% | +198.9% |
| 10Y | +44.3% | -75.6% | +119.9% | +31.9% |
| All | +44.3% | -76.1% | +120.4% | +31.9% |
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