+697.2%
EL vs PSKY
-42.2%
+739.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +19.8% | +24.0% | -4.1% | +13.6% |
| 3M | +25.7% | +2.2% | +23.5% | +24.7% |
| 6M | +5.4% | -9.0% | +14.4% | +6.9% |
| YTD | +0.2% | -18.1% | +18.4% | +3.3% |
| 1Y | +20.4% | -25.1% | +45.5% | +24.7% |
| 3Y | -32.1% | -16.3% | -15.8% | -36.7% |
| 5Y | -67.2% | -70.4% | +3.2% | -61.9% |
| 10Y | +31.7% | -74.2% | +105.9% | +34.5% |
| All | +697.2% | -42.2% | +739.4% | +406.4% |
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 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