+311.3%
ARM vs PSKY
-16.6%
+327.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +11.4% | +2.4% | +9.0% | +11.0% |
| 30D | -7.4% | +17.5% | -25.0% | -9.2% |
| 3M | -24.5% | +4.4% | -28.9% | -25.0% |
| 6M | +128.7% | -9.0% | +137.7% | +129.9% |
| YTD | +139.3% | -18.6% | +157.9% | +143.1% |
| 1Y | +88.0% | -27.7% | +115.7% | +92.0% |
| All | +311.3% | -16.6% | +327.8% | +326.6% |
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