+304.1%
D vs PSKY
-42.2%
+346.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | -2.6% | +24.0% | -26.6% | -5.3% |
| 3M | 0.0% | +2.2% | -2.2% | -0.5% |
| 6M | +7.4% | -9.0% | +16.3% | +7.9% |
| YTD | +15.9% | -18.1% | +34.0% | +17.6% |
| 1Y | +18.1% | -25.1% | +43.2% | +20.4% |
| 3Y | +58.4% | -16.3% | +74.7% | +52.6% |
| 5Y | +5.2% | -70.4% | +75.6% | +13.5% |
| 10Y | +35.9% | -74.2% | +110.0% | +33.9% |
| All | +304.1% | -42.2% | +346.3% | +217.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling