+18.9%
ELV vs PSKY
-71.6%
+90.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.0% |
| 7D | -2.2% | -6.8% | +4.6% | -1.9% |
| 30D | -0.2% | +10.2% | -10.4% | -0.6% |
| 3M | -6.1% | +0.3% | -6.4% | -6.2% |
| 6M | +42.8% | -7.8% | +50.6% | +42.9% |
| YTD | +14.4% | -23.0% | +37.4% | +15.2% |
| 1Y | +28.6% | -31.6% | +60.3% | +29.9% |
| 3Y | -7.4% | -21.3% | +13.9% | -8.2% |
| All | +18.9% | -71.6% | +90.5% | +31.4% |
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 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