-60.8%
EOSE vs PSKY
-57.9%
-2.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | +1.8% | -2.4% | +4.2% | +2.3% |
| 30D | -6.8% | +11.6% | -18.4% | -8.9% |
| 3M | -36.3% | +1.5% | -37.8% | -36.7% |
| 6M | -38.8% | +7.7% | -46.5% | -39.8% |
| YTD | -65.5% | -20.1% | -45.4% | -64.9% |
| 1Y | -45.3% | -38.3% | -7.0% | -40.6% |
| 3Y | +44.2% | -17.7% | +61.9% | +38.2% |
| 5Y | -69.5% | -69.9% | +0.4% | -65.2% |
| All | -60.8% | -57.9% | -2.9% | -54.7% |
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