+2,076.1%
ETN vs PSKY
-45.6%
+2,121.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.7% | -0.1% |
| 7D | +6.2% | -6.8% | +13.1% | +8.3% |
| 30D | -6.7% | +10.2% | -16.9% | -9.4% |
| 3M | +3.6% | +0.3% | +3.3% | +2.9% |
| 6M | +18.3% | -7.8% | +26.1% | +19.2% |
| YTD | +31.5% | -23.0% | +54.4% | +37.8% |
| 1Y | +20.6% | -31.6% | +52.2% | +28.4% |
| 3Y | +82.5% | -21.3% | +103.9% | +66.1% |
| 5Y | +177.8% | -71.5% | +249.2% | +226.6% |
| 10Y | +705.0% | -75.6% | +780.6% | +703.7% |
| All | +2,076.1% | -45.6% | +2,121.7% | +1,325.2% |
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 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