+322.9%
EAT vs PSKY
-85.2%
+408.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.5% |
| 7D | +5.3% | -24.6% | +29.9% | +10.0% |
| 30D | -4.7% | -36.1% | +31.5% | +2.7% |
| 3M | +79.5% | -54.8% | +134.3% | +90.9% |
| 6M | +79.5% | -54.8% | +134.3% | +90.9% |
| YTD | +79.5% | -54.8% | +134.3% | +90.9% |
| 1Y | +59.1% | -58.4% | +117.5% | +73.5% |
| 3Y | +537.1% | -40.7% | +577.8% | +418.7% |
| 5Y | +329.4% | -80.0% | +409.4% | +430.8% |
| All | +322.9% | -85.2% | +408.0% | +160.5% |
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