+702.4%
EL vs PSKY
-63.1%
+765.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -1.3% |
| 7D | +6.6% | -24.6% | +31.2% | +13.0% |
| 30D | +6.4% | -36.1% | +42.6% | +17.4% |
| 3M | +15.2% | -54.8% | +70.0% | +32.8% |
| 6M | +15.2% | -54.8% | +70.0% | +32.8% |
| YTD | +15.2% | -54.8% | +70.0% | +32.8% |
| 1Y | +9.5% | -58.4% | +67.9% | +28.5% |
| 3Y | -21.2% | -40.7% | +19.5% | -22.3% |
| 5Y | -64.8% | -80.0% | +15.2% | -56.2% |
| 10Y | +36.1% | -84.4% | +120.5% | +53.8% |
| All | +702.4% | -63.1% | +765.5% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling