+1,344.7%
EME vs PSKY
-74.6%
+1,419.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.0% |
| 7D | +3.5% | -2.4% | +5.9% | +3.9% |
| 30D | -6.3% | +11.6% | -17.9% | -7.9% |
| 3M | -3.8% | +1.5% | -5.3% | -4.3% |
| 6M | +8.5% | +7.7% | +0.8% | +6.6% |
| YTD | +27.8% | -20.1% | +47.9% | +30.3% |
| 1Y | +22.2% | -38.3% | +60.5% | +29.0% |
| 3Y | +253.5% | -17.7% | +271.2% | +234.6% |
| 5Y | +578.6% | -69.9% | +648.5% | +665.9% |
| All | +1,344.7% | -74.6% | +1,419.3% | +1,256.9% |
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