+485.0%
ED vs PSKY
-63.1%
+548.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +2.5% |
| 7D | +5.8% | -24.6% | +30.4% | +7.7% |
| 30D | +6.1% | -36.1% | +42.3% | +9.3% |
| 3M | +18.1% | -53.8% | +71.9% | +22.2% |
| 6M | +18.1% | -53.8% | +71.9% | +22.2% |
| YTD | +18.1% | -53.8% | +71.9% | +22.2% |
| 1Y | +14.8% | -58.4% | +73.1% | +20.0% |
| 3Y | +40.2% | -40.7% | +80.9% | +36.8% |
| 5Y | +79.2% | -80.0% | +159.2% | +91.4% |
| 10Y | +121.4% | -84.4% | +205.8% | +125.3% |
| All | +485.0% | -63.1% | +548.1% | +393.9% |
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 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