-13.0%
EFX vs PSKY
-21.8%
+8.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.2% |
| 7D | -9.4% | -6.8% | -2.5% | -8.3% |
| 30D | -6.9% | +10.2% | -17.1% | -8.4% |
| 3M | +0.1% | +0.3% | -0.2% | 0.0% |
| 6M | -17.3% | -7.8% | -9.6% | -16.6% |
| YTD | -21.8% | -23.0% | +1.1% | -19.3% |
| 1Y | -32.5% | -31.6% | -0.9% | -29.6% |
| All | -13.0% | -21.8% | +8.9% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling