+2,484.0%
EW vs PSKY
-42.2%
+2,526.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +1.0% | +24.0% | -22.9% | -2.5% |
| 3M | +2.8% | +2.2% | +0.6% | +2.2% |
| 6M | +5.5% | -9.0% | +14.5% | +6.3% |
| YTD | +5.5% | -18.1% | +23.6% | +7.6% |
| 1Y | +11.0% | -25.1% | +36.1% | +13.8% |
| 3Y | +17.7% | -16.3% | +34.0% | +12.1% |
| 5Y | -25.7% | -70.4% | +44.6% | -17.8% |
| 10Y | +132.8% | -74.2% | +207.0% | +131.8% |
| All | +2,484.0% | -42.2% | +2,526.2% | +1,873.4% |
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