+26.8%
DIS vs PSKY
-84.8%
+111.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +1.1% |
| 7D | +2.4% | -24.6% | +26.9% | +8.7% |
| 30D | +1.8% | -36.1% | +38.0% | +12.8% |
| 3M | +35.0% | -38.5% | +73.5% | +46.2% |
| 6M | +35.0% | -38.5% | +73.5% | +46.2% |
| YTD | +35.0% | -38.5% | +73.5% | +46.2% |
| 1Y | +35.0% | -38.5% | +73.5% | +46.2% |
| 3Y | +33.1% | -40.7% | +73.8% | +44.7% |
| 5Y | -35.4% | -80.0% | +44.7% | -8.1% |
| All | +26.8% | -84.8% | +111.6% | +56.4% |
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