+246.8%
ET vs PSKY
-71.2%
+318.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.1% |
| 7D | +1.4% | -6.0% | +7.3% | +1.9% |
| 30D | +4.6% | +10.7% | -6.1% | +3.6% |
| 3M | +16.0% | +1.2% | +14.9% | +15.7% |
| 6M | +22.8% | +1.5% | +21.3% | +22.1% |
| YTD | +38.9% | -21.8% | +60.6% | +41.1% |
| 1Y | +34.1% | -30.2% | +64.2% | +36.9% |
| 3Y | +98.8% | -20.1% | +118.9% | +93.3% |
| 5Y | +246.8% | -70.5% | +317.3% | +309.0% |
| All | +246.8% | -71.2% | +318.0% | +309.0% |
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