+295.3%
ESI vs PSKY
-75.1%
+370.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.8% |
| 7D | -2.3% | -6.0% | +3.7% | -1.1% |
| 30D | -9.0% | +10.7% | -19.7% | -11.0% |
| 3M | -13.3% | +1.2% | -14.4% | -13.8% |
| 6M | +5.3% | +1.5% | +3.8% | +3.9% |
| YTD | +37.6% | -21.8% | +59.4% | +42.1% |
| 1Y | +33.6% | -30.2% | +63.8% | +39.6% |
| 3Y | +75.8% | -20.1% | +95.9% | +66.1% |
| 5Y | +68.6% | -70.5% | +139.1% | +96.0% |
| All | +295.3% | -75.1% | +370.5% | +263.2% |
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