+118.9%
EOG vs PSKY
-74.6%
+193.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | +2.9% | +11.6% | -8.6% | +0.6% |
| 3M | +8.7% | +1.5% | +7.2% | +7.9% |
| 6M | +12.9% | +7.7% | +5.2% | +10.0% |
| YTD | +43.8% | -20.1% | +63.9% | +47.6% |
| 1Y | +27.1% | -38.3% | +65.4% | +36.2% |
| 3Y | +25.9% | -17.7% | +43.6% | +17.0% |
| 5Y | +177.9% | -69.9% | +247.8% | +221.4% |
| All | +118.9% | -74.6% | +193.5% | +79.2% |
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