-35.9%
EFX vs PSKY
-71.2%
+35.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -11.1% | -6.0% | -5.2% | -10.1% |
| 30D | -7.4% | +10.7% | -18.0% | -9.1% |
| 3M | +1.5% | +1.2% | +0.3% | +1.1% |
| 6M | -13.7% | +1.5% | -15.2% | -14.3% |
| YTD | -21.9% | -21.8% | -0.1% | -19.1% |
| 1Y | -30.8% | -30.2% | -0.6% | -27.5% |
| 3Y | -12.4% | -20.1% | +7.7% | -14.9% |
| 5Y | -35.9% | -70.5% | +34.6% | -25.7% |
| All | -35.9% | -71.2% | +35.2% | -25.7% |
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