+513.6%
EWT vs PSKY
-74.6%
+588.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +4.5% | +11.6% | -7.1% | +3.1% |
| 3M | +8.3% | +1.5% | +6.7% | +7.9% |
| 6M | +54.2% | +7.7% | +46.5% | +52.4% |
| YTD | +74.6% | -20.1% | +94.7% | +77.5% |
| 1Y | +84.9% | -38.3% | +123.2% | +92.9% |
| 3Y | +197.5% | -17.7% | +215.3% | +188.5% |
| 5Y | +150.6% | -69.9% | +220.5% | +170.2% |
| All | +513.6% | -74.6% | +588.2% | +491.0% |
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