+131.4%
EMB vs PSKY
-37.5%
+169.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | -0.5% | +17.5% | -18.0% | -1.4% |
| 3M | +0.3% | +4.4% | -4.1% | 0.0% |
| 6M | +1.2% | -9.0% | +10.2% | +1.5% |
| YTD | +1.5% | -18.6% | +20.1% | +2.2% |
| 1Y | +4.8% | -27.7% | +32.5% | +5.9% |
| 3Y | +30.4% | -16.9% | +47.2% | +28.4% |
| 5Y | +7.3% | -70.3% | +77.5% | +10.7% |
| 10Y | +29.7% | -74.9% | +104.7% | +28.6% |
| All | +131.4% | -37.5% | +169.0% | +94.6% |
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