+39.7%
EFX vs PSKY
-74.6%
+114.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -4.5% | -2.4% | -2.2% | -4.1% |
| 30D | -6.1% | +11.6% | -17.7% | -7.9% |
| 3M | +6.2% | +1.5% | +4.7% | +5.8% |
| 6M | -11.2% | +7.7% | -18.9% | -12.8% |
| YTD | -21.4% | -20.1% | -1.3% | -19.1% |
| 1Y | -34.3% | -38.3% | +4.0% | -29.7% |
| 3Y | -12.5% | -17.7% | +5.2% | -15.2% |
| 5Y | -35.6% | -69.9% | +34.3% | -28.5% |
| All | +39.7% | -74.6% | +114.3% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling