+45.0%
EEM vs PSKY
-70.1%
+115.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.1% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +2.1% | +11.6% | -9.5% | +1.0% |
| 3M | +1.0% | +1.5% | -0.5% | +0.7% |
| 6M | +15.9% | +7.7% | +8.2% | +14.8% |
| YTD | +24.6% | -20.1% | +44.7% | +26.5% |
| 1Y | +32.3% | -38.3% | +70.6% | +37.2% |
| 3Y | +85.9% | -17.7% | +103.7% | +81.0% |
| All | +45.0% | -70.1% | +115.1% | +62.7% |
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