+57.2%
AR vs PSKY
-84.9%
+142.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.8% | +10.9% | +7.2% |
| 7D | +7.7% | -24.6% | +32.2% | +14.0% |
| 30D | +1.4% | -36.1% | +37.6% | +11.8% |
| 3M | +7.5% | -37.1% | +44.6% | +17.0% |
| 6M | +3.1% | -40.5% | +43.6% | +13.4% |
| YTD | +12.2% | -47.7% | +59.8% | +26.0% |
| 1Y | +25.5% | -58.4% | +83.9% | +48.2% |
| 3Y | +39.1% | -40.7% | +79.8% | +34.0% |
| 5Y | +97.3% | -80.0% | +177.3% | +156.4% |
| All | +57.2% | -84.9% | +142.2% | +61.5% |
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