+63.6%
EMR vs PSKY
-71.2%
+134.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -1.2% | -6.0% | +4.8% | -0.6% |
| 30D | -9.4% | +10.7% | -20.1% | -10.4% |
| 3M | +8.6% | +1.2% | +7.4% | +8.3% |
| 6M | +6.7% | +1.5% | +5.2% | +6.1% |
| YTD | +13.1% | -21.8% | +34.8% | +15.0% |
| 1Y | +12.7% | -30.2% | +42.9% | +15.4% |
| 3Y | +58.1% | -20.1% | +78.2% | +54.2% |
| 5Y | +63.6% | -70.5% | +134.2% | +86.0% |
| All | +63.6% | -71.2% | +134.8% | +86.0% |
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 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