+459.1%
ED vs PSKY
-42.2%
+501.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -0.1% | +24.0% | -24.1% | -2.2% |
| 3M | +3.9% | +2.2% | +1.8% | +3.6% |
| 6M | -3.0% | -9.0% | +5.9% | -2.6% |
| YTD | +10.7% | -18.1% | +28.8% | +11.9% |
| 1Y | +13.3% | -25.1% | +38.4% | +15.0% |
| 3Y | +34.5% | -16.3% | +50.8% | +30.8% |
| 5Y | +67.1% | -70.4% | +137.5% | +77.1% |
| 10Y | +103.0% | -74.2% | +177.2% | +102.0% |
| All | +459.1% | -42.2% | +501.3% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling