+52.7%
EFA vs PSKY
-70.1%
+122.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.7% | +11.6% | -13.2% | -2.7% |
| 3M | +3.5% | +1.5% | +2.0% | +3.2% |
| 6M | +9.5% | +7.7% | +1.8% | +8.3% |
| YTD | +12.9% | -20.1% | +33.0% | +14.5% |
| 1Y | +18.2% | -38.3% | +56.5% | +22.6% |
| 3Y | +64.8% | -17.7% | +82.6% | +60.2% |
| All | +52.7% | -70.1% | +122.8% | +69.5% |
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