+49.2%
EWJ vs PSKY
-71.2%
+120.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.7% |
| 7D | -1.5% | -6.0% | +4.5% | -1.0% |
| 30D | +0.2% | +10.7% | -10.5% | -0.6% |
| 3M | +8.6% | +1.2% | +7.4% | +8.4% |
| 6M | +12.1% | +1.5% | +10.7% | +11.7% |
| YTD | +20.1% | -21.8% | +41.9% | +21.8% |
| 1Y | +25.2% | -30.2% | +55.3% | +27.5% |
| 3Y | +70.8% | -20.1% | +90.9% | +67.2% |
| 5Y | +49.2% | -70.5% | +119.7% | +62.1% |
| All | +49.2% | -71.2% | +120.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling