+273.7%
ELV vs PSKY
-74.6%
+348.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +3.2% | -2.4% | +5.6% | +3.5% |
| 30D | +5.4% | +11.6% | -6.2% | +4.0% |
| 3M | +5.4% | +1.5% | +3.8% | +5.0% |
| 6M | +45.7% | +7.7% | +38.0% | +43.8% |
| YTD | +21.2% | -20.1% | +41.3% | +23.2% |
| 1Y | +35.6% | -38.3% | +73.9% | +41.2% |
| 3Y | -2.0% | -17.7% | +15.7% | -5.1% |
| 5Y | +26.0% | -69.9% | +95.9% | +37.7% |
| All | +273.7% | -74.6% | +348.3% | +228.4% |
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 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