+206.0%
C vs PSKY
-85.2%
+291.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | -0.4% |
| 7D | -4.1% | -24.6% | +20.4% | -10.4% |
| 30D | -8.8% | -36.1% | +27.4% | -18.5% |
| 3M | +112.5% | -78.2% | +190.6% | +87.1% |
| 6M | +112.5% | -78.2% | +190.6% | +87.1% |
| YTD | +112.5% | -78.2% | +190.6% | +87.1% |
| 1Y | +112.5% | -78.2% | +190.6% | +87.1% |
| 3Y | +112.5% | -78.2% | +190.6% | +87.1% |
| 5Y | +103.9% | -80.0% | +183.9% | +85.9% |
| All | +206.0% | -85.2% | +291.1% | +94.2% |
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