-30.2%
EL vs PSKY
-12.8%
-17.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +15.5% | +17.5% | -2.0% | +13.3% |
| 3M | +20.6% | +4.4% | +16.1% | +19.8% |
| 6M | +10.5% | -9.0% | +19.5% | +11.2% |
| YTD | -1.9% | -18.6% | +16.7% | -0.3% |
| 1Y | +16.1% | -27.7% | +43.8% | +18.6% |
| 3Y | -30.2% | -16.9% | -13.4% | -35.4% |
| All | -30.2% | -12.8% | -17.5% | -35.4% |
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