+167.9%
EWJ vs PSKY
-45.6%
+213.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | 0.0% |
| 7D | +1.0% | -6.8% | +7.8% | +2.3% |
| 30D | +1.0% | +10.2% | -9.3% | -0.8% |
| 3M | +7.2% | +0.3% | +6.9% | +6.8% |
| 6M | +13.9% | -7.8% | +21.6% | +14.6% |
| YTD | +20.8% | -23.0% | +43.8% | +24.6% |
| 1Y | +26.4% | -31.6% | +58.0% | +31.8% |
| 3Y | +71.8% | -21.3% | +93.1% | +64.1% |
| 5Y | +49.9% | -71.5% | +121.3% | +67.5% |
| 10Y | +140.0% | -75.6% | +215.6% | +143.9% |
| All | +167.9% | -45.6% | +213.5% | +89.6% |
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