+303.5%
EWY vs PSKY
-74.6%
+378.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | +7.3% | +11.6% | -4.3% | +5.5% |
| 3M | -5.1% | +1.5% | -6.7% | -5.7% |
| 6M | +42.1% | +7.7% | +34.3% | +39.9% |
| YTD | +94.1% | -20.1% | +114.2% | +98.6% |
| 1Y | +147.8% | -38.3% | +186.1% | +161.9% |
| 3Y | +222.9% | -17.7% | +240.7% | +210.3% |
| 5Y | +150.6% | -69.9% | +220.5% | +176.8% |
| All | +303.5% | -74.6% | +378.1% | +255.9% |
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 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