+68.6%
ESI vs PSKY
-70.1%
+138.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -10.5% | +11.6% | -22.1% | -12.1% |
| 3M | -19.8% | +1.5% | -21.3% | -20.2% |
| 6M | +5.8% | +7.7% | -1.9% | +3.9% |
| YTD | +38.3% | -20.1% | +58.4% | +41.4% |
| 1Y | +31.5% | -38.3% | +69.8% | +39.5% |
| 3Y | +80.7% | -17.7% | +98.4% | +72.0% |
| All | +68.6% | -70.1% | +138.7% | +105.9% |
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 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