+359.6%
AVAV vs PSKY
-84.8%
+444.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.3% |
| 7D | -11.2% | -24.6% | +13.4% | -6.9% |
| 30D | -20.6% | -36.1% | +15.5% | -14.2% |
| 3M | -27.6% | -37.1% | +9.5% | -22.3% |
| 6M | -39.7% | -40.5% | +0.8% | -34.7% |
| YTD | -49.7% | -47.7% | -2.0% | -44.8% |
| 1Y | -67.4% | -58.4% | -9.1% | -63.0% |
| 3Y | +5.7% | -40.7% | +46.3% | +4.8% |
| 5Y | +35.2% | -80.0% | +115.2% | +64.1% |
| All | +359.6% | -84.8% | +444.3% | +486.7% |
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