+938.3%
EWT vs PSKY
-42.6%
+980.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.6% | +2.4% | -0.7% | +1.1% |
| 30D | +8.2% | +17.5% | -9.3% | +4.5% |
| 3M | +11.1% | +4.4% | +6.6% | +9.7% |
| 6M | +60.4% | -9.0% | +69.5% | +62.2% |
| YTD | +75.6% | -18.6% | +94.2% | +80.2% |
| 1Y | +91.3% | -27.7% | +119.0% | +98.9% |
| 3Y | +200.3% | -16.9% | +217.1% | +180.7% |
| 5Y | +156.4% | -70.3% | +226.6% | +190.1% |
| 10Y | +495.8% | -74.9% | +570.7% | +505.9% |
| All | +938.3% | -42.6% | +980.9% | +674.9% |
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