+593.4%
ETR vs PSKY
-42.2%
+635.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +1.0% | +24.0% | -23.0% | -2.2% |
| 3M | -1.3% | +2.2% | -3.4% | -1.8% |
| 6M | +1.9% | -9.0% | +10.9% | +2.5% |
| YTD | +18.2% | -18.1% | +36.3% | +20.0% |
| 1Y | +24.7% | -25.1% | +49.8% | +27.3% |
| 3Y | +150.7% | -16.3% | +167.0% | +139.4% |
| 5Y | +127.0% | -70.4% | +197.4% | +147.5% |
| 10Y | +295.5% | -74.2% | +369.6% | +289.1% |
| All | +593.4% | -42.2% | +635.7% | +458.7% |
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