+464.9%
EOG vs PSKY
-42.2%
+507.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +8.2% | +24.0% | -15.8% | +1.3% |
| 3M | +3.8% | +2.2% | +1.7% | +2.4% |
| 6M | +15.3% | -9.0% | +24.3% | +16.2% |
| YTD | +41.7% | -18.1% | +59.9% | +45.7% |
| 1Y | +23.6% | -25.1% | +48.7% | +27.5% |
| 3Y | +23.3% | -16.3% | +39.6% | +9.2% |
| 5Y | +170.4% | -70.4% | +240.8% | +215.3% |
| 10Y | +125.5% | -74.2% | +199.7% | +126.6% |
| All | +464.9% | -42.2% | +507.1% | +199.9% |
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 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