+67.3%
DD vs PSKY
-75.1%
+142.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.8% |
| 7D | -2.9% | -6.0% | +3.1% | -1.8% |
| 30D | -11.5% | +10.7% | -22.2% | -13.3% |
| 3M | -5.4% | +1.2% | -6.6% | -5.9% |
| 6M | -6.9% | +1.5% | -8.4% | -8.0% |
| YTD | +6.9% | -21.8% | +28.6% | +10.2% |
| 1Y | +35.6% | -30.2% | +65.8% | +41.3% |
| 3Y | +42.5% | -20.1% | +62.6% | +35.5% |
| 5Y | +58.5% | -70.5% | +129.0% | +82.8% |
| All | +67.3% | -75.1% | +142.4% | +55.0% |
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