+4,458.9%
EME vs PSKY
-45.6%
+4,504.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +2.9% | -0.8% |
| 7D | +2.7% | -6.8% | +9.6% | +5.0% |
| 30D | -6.8% | +10.2% | -17.0% | -9.8% |
| 3M | -8.8% | +0.3% | -9.1% | -9.7% |
| 6M | +5.0% | -7.8% | +12.7% | +5.6% |
| YTD | +23.5% | -23.0% | +46.5% | +28.9% |
| 1Y | +21.3% | -31.6% | +53.0% | +29.1% |
| 3Y | +241.1% | -21.3% | +262.4% | +201.2% |
| 5Y | +549.2% | -71.5% | +620.6% | +660.6% |
| 10Y | +1,306.4% | -75.6% | +1,382.0% | +1,296.3% |
| All | +4,458.9% | -45.6% | +4,504.5% | +2,499.0% |
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