+1,458.7%
ET vs PSKY
-32.3%
+1,491.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +7.5% | +24.0% | -16.5% | +2.0% |
| 3M | +11.4% | +2.2% | +9.2% | +10.3% |
| 6M | +18.5% | -9.0% | +27.5% | +19.6% |
| YTD | +37.4% | -18.1% | +55.5% | +40.9% |
| 1Y | +30.9% | -25.1% | +56.0% | +34.9% |
| 3Y | +98.7% | -16.3% | +115.1% | +82.2% |
| 5Y | +230.7% | -70.4% | +301.1% | +279.6% |
| 10Y | +175.6% | -74.2% | +249.8% | +185.0% |
| All | +1,458.7% | -32.3% | +1,491.0% | +848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling