+200.0%
EW vs PSKY
-85.2%
+285.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.2% |
| 7D | +1.6% | -24.6% | +26.2% | +4.3% |
| 30D | +1.3% | -36.1% | +37.4% | +5.7% |
| 3M | +12.2% | -36.0% | +48.2% | +15.7% |
| 6M | +9.6% | -40.5% | +50.1% | +14.0% |
| YTD | +1.6% | -47.7% | +49.3% | +6.8% |
| 1Y | +19.2% | -58.4% | +77.6% | +28.7% |
| 3Y | +21.5% | -40.7% | +62.2% | +18.8% |
| 5Y | -22.8% | -80.0% | +57.2% | -12.8% |
| All | +200.0% | -85.2% | +285.2% | +192.3% |
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