+67.3%
ED vs PSKY
-70.7%
+138.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.5% | +2.4% | -1.8% | +0.4% |
| 30D | +1.1% | +17.5% | -16.4% | +0.5% |
| 3M | +4.6% | +4.4% | +0.2% | +4.4% |
| 6M | -2.0% | -9.0% | +7.1% | -1.8% |
| YTD | +11.7% | -18.6% | +30.3% | +12.3% |
| 1Y | +15.7% | -27.7% | +43.5% | +16.7% |
| 3Y | +34.4% | -16.9% | +51.2% | +32.9% |
| 5Y | +67.3% | -70.3% | +137.6% | +71.7% |
| All | +67.3% | -70.7% | +138.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling