+23.5%
EL vs PSKY
-75.1%
+98.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -4.4% | -6.0% | +1.6% | -3.3% |
| 30D | +10.3% | +10.7% | -0.4% | +8.3% |
| 3M | +13.4% | +1.2% | +12.2% | +13.0% |
| 6M | +3.1% | +1.5% | +1.6% | +2.4% |
| YTD | -6.9% | -21.8% | +14.8% | -4.0% |
| 1Y | +11.9% | -30.2% | +42.1% | +16.4% |
| 3Y | -33.8% | -20.1% | -13.7% | -36.3% |
| 5Y | -69.0% | -70.5% | +1.6% | -65.2% |
| All | +23.5% | -75.1% | +98.7% | +14.1% |
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