+212.1%
C vs PSKY
-85.0%
+297.1%
-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% | +2.0% |
| 7D | -4.1% | -24.6% | +20.4% | +1.5% |
| 30D | -8.8% | -36.1% | +27.4% | +0.5% |
| 3M | -0.5% | -37.1% | +36.6% | +7.9% |
| 6M | -3.0% | -40.5% | +37.6% | +6.4% |
| YTD | +8.1% | -47.7% | +55.8% | +20.5% |
| 1Y | +31.8% | -58.4% | +90.2% | +54.6% |
| 3Y | +232.6% | -40.7% | +273.3% | +218.4% |
| 5Y | +103.9% | -80.0% | +183.9% | +162.4% |
| All | +212.1% | -85.0% | +297.1% | +174.6% |
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