+72.2%
EQX vs PSKY
-70.1%
+142.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | +7.8% | +11.6% | -3.8% | +5.7% |
| 3M | +21.3% | +1.5% | +19.8% | +20.8% |
| 6M | -22.4% | +7.7% | -30.1% | -23.7% |
| YTD | -11.3% | -20.1% | +8.8% | -8.8% |
| 1Y | +13.5% | -38.3% | +51.8% | +20.8% |
| 3Y | +162.1% | -17.7% | +179.9% | +150.7% |
| All | +72.2% | -70.1% | +142.3% | +73.8% |
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