-68.4%
EL vs PSKY
-71.8%
+3.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.0% |
| 7D | -2.4% | -6.8% | +4.5% | -1.2% |
| 30D | +13.7% | +10.2% | +3.4% | +11.9% |
| 3M | +14.5% | +0.3% | +14.2% | +14.3% |
| 6M | +7.4% | -7.8% | +15.2% | +8.3% |
| YTD | -4.7% | -23.0% | +18.3% | -1.7% |
| 1Y | +12.9% | -31.6% | +44.6% | +17.5% |
| 3Y | -32.2% | -21.3% | -10.9% | -34.7% |
| 5Y | -68.4% | -71.5% | +3.1% | -64.3% |
| All | -68.4% | -71.8% | +3.5% | -64.3% |
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