+32.1%
BEN vs PSKY
-85.2%
+117.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.6% |
| 7D | -3.2% | -24.6% | +21.4% | +0.2% |
| 30D | -6.5% | -36.1% | +29.6% | -1.0% |
| 3M | +58.5% | -39.9% | +98.4% | +64.4% |
| 6M | +58.5% | -39.9% | +98.4% | +64.4% |
| YTD | +58.5% | -39.9% | +98.4% | +64.4% |
| 1Y | +58.5% | -39.9% | +98.4% | +64.4% |
| 3Y | +58.3% | -40.7% | +98.9% | +63.8% |
| 5Y | +32.2% | -80.0% | +112.2% | +72.8% |
| All | +32.1% | -85.2% | +117.3% | +47.1% |
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