+235.4%
EFA vs PSKY
-45.6%
+281.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.1% |
| 7D | -0.5% | -6.8% | +6.4% | +1.1% |
| 30D | -1.3% | +10.2% | -11.6% | -3.7% |
| 3M | +5.2% | +0.3% | +4.9% | +4.7% |
| 6M | +9.4% | -7.8% | +17.1% | +10.2% |
| YTD | +12.7% | -23.0% | +35.7% | +17.3% |
| 1Y | +19.3% | -31.6% | +50.9% | +25.8% |
| 3Y | +66.3% | -21.3% | +87.7% | +56.0% |
| 5Y | +53.4% | -71.5% | +124.8% | +76.5% |
| 10Y | +144.4% | -75.6% | +220.1% | +147.8% |
| All | +235.4% | -45.6% | +281.1% | +119.0% |
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