+146.1%
EWT vs PSKY
-71.2%
+217.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -1.1% | -6.0% | +4.9% | -0.6% |
| 30D | +4.8% | +10.7% | -5.9% | +3.7% |
| 3M | +11.1% | +1.2% | +10.0% | +10.8% |
| 6M | +54.6% | +1.5% | +53.1% | +53.9% |
| YTD | +71.4% | -21.8% | +93.2% | +74.2% |
| 1Y | +82.1% | -30.2% | +112.3% | +86.1% |
| 3Y | +193.2% | -20.1% | +213.3% | +186.5% |
| 5Y | +146.1% | -70.5% | +216.6% | +175.2% |
| All | +146.1% | -71.2% | +217.2% | +175.2% |
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