+367.4%
EAT vs PSKY
-74.6%
+442.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.7% |
| 7D | -7.7% | -2.4% | -5.3% | -7.0% |
| 30D | -13.6% | +11.6% | -25.2% | -17.1% |
| 3M | +33.9% | +1.5% | +32.3% | +32.0% |
| 6M | +47.2% | +7.7% | +39.5% | +40.6% |
| YTD | +48.1% | -20.1% | +68.2% | +54.1% |
| 1Y | +33.7% | -38.3% | +72.0% | +50.0% |
| 3Y | +595.8% | -17.7% | +613.5% | +507.8% |
| 5Y | +314.4% | -69.9% | +384.3% | +428.3% |
| All | +367.4% | -74.6% | +442.0% | +211.7% |
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