+38.5%
D vs PSKY
-76.1%
+114.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.2% |
| 7D | -0.4% | -6.8% | +6.4% | +0.2% |
| 30D | -2.1% | +10.2% | -12.3% | -2.9% |
| 3M | -0.7% | +0.3% | -1.0% | -0.9% |
| 6M | +5.6% | -7.8% | +13.3% | +5.9% |
| YTD | +14.6% | -23.0% | +37.5% | +16.4% |
| 1Y | +15.3% | -31.6% | +47.0% | +18.0% |
| 3Y | +59.1% | -21.3% | +80.4% | +56.1% |
| 5Y | +3.9% | -71.5% | +75.4% | +10.2% |
| 10Y | +38.5% | -75.6% | +114.1% | +15.6% |
| All | +38.5% | -76.1% | +114.6% | +15.6% |
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