+258.2%
ARM vs PSKY
-46.4%
+304.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.1% | -6.7% |
| 7D | -14.5% | -24.6% | +10.1% | -13.2% |
| 30D | -4.7% | -36.1% | +31.4% | -2.7% |
| 3M | +6.8% | -37.1% | +43.9% | +8.3% |
| 6M | +40.3% | -40.5% | +80.9% | +43.0% |
| YTD | +108.4% | -47.7% | +156.1% | +114.7% |
| 1Y | +33.1% | -58.4% | +91.4% | +40.6% |
| 3Y | +337.3% | -40.7% | +378.0% | +334.0% |
| All | +258.2% | -46.4% | +304.6% | +276.7% |
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