+273.0%
EMR vs PSKY
-74.6%
+347.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.2% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -6.8% | +11.6% | -18.4% | -8.7% |
| 3M | +7.5% | +1.5% | +5.9% | +6.8% |
| 6M | +9.9% | +7.7% | +2.1% | +7.5% |
| YTD | +16.0% | -20.1% | +36.1% | +19.0% |
| 1Y | +12.4% | -38.3% | +50.7% | +20.1% |
| 3Y | +60.2% | -17.7% | +78.0% | +51.6% |
| 5Y | +67.9% | -69.9% | +137.7% | +91.7% |
| All | +273.0% | -74.6% | +347.6% | +218.0% |
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 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