+17.1%
EW vs PSKY
-12.8%
+29.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.5% |
| 7D | -4.4% | +2.4% | -6.8% | -4.6% |
| 30D | -3.3% | +17.5% | -20.9% | -4.3% |
| 3M | +1.0% | +4.4% | -3.4% | +0.6% |
| 6M | +6.2% | -9.0% | +15.2% | +6.5% |
| YTD | +1.7% | -18.6% | +20.3% | +2.3% |
| 1Y | +8.1% | -27.7% | +35.8% | +9.1% |
| 3Y | +17.1% | -16.9% | +33.9% | +12.8% |
| All | +17.1% | -12.8% | +29.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling