+141.9%
EWJ vs PSKY
-74.6%
+216.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | +0.8% | +11.6% | -10.8% | -0.4% |
| 3M | +7.5% | +1.5% | +6.0% | +7.2% |
| 6M | +15.6% | +7.7% | +7.9% | +14.3% |
| YTD | +22.7% | -20.1% | +42.8% | +24.6% |
| 1Y | +26.4% | -38.3% | +64.7% | +31.3% |
| 3Y | +72.5% | -17.7% | +90.3% | +67.7% |
| 5Y | +52.4% | -69.9% | +122.3% | +63.0% |
| All | +141.9% | -74.6% | +216.5% | +133.1% |
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