+104.5%
ED vs PSKY
-74.6%
+179.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | -0.4% | +11.6% | -12.0% | -1.1% |
| 3M | +0.5% | +1.5% | -1.1% | +0.3% |
| 6M | -3.1% | +7.7% | -10.8% | -3.8% |
| YTD | +9.8% | -20.1% | +29.9% | +10.8% |
| 1Y | +12.6% | -38.3% | +50.9% | +15.1% |
| 3Y | +31.4% | -17.7% | +49.1% | +29.4% |
| 5Y | +69.4% | -69.9% | +139.3% | +76.4% |
| All | +104.5% | -74.6% | +179.0% | +85.9% |
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