+424.6%
ETSY vs PSKY
-74.6%
+499.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -4.9% | -2.4% | -2.5% | -4.3% |
| 30D | -8.6% | +11.6% | -20.2% | -11.2% |
| 3M | +4.8% | +1.5% | +3.2% | +3.9% |
| 6M | +38.1% | +7.7% | +30.4% | +34.3% |
| YTD | +31.2% | -20.1% | +51.3% | +35.8% |
| 1Y | +22.1% | -38.3% | +60.4% | +34.2% |
| 3Y | +12.2% | -17.7% | +30.0% | +6.7% |
| 5Y | -66.5% | -69.9% | +3.4% | -60.4% |
| All | +424.6% | -74.6% | +499.2% | +414.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling