+522.8%
EWY vs PSKY
-42.6%
+565.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +8.0% | +2.4% | +5.7% | +7.3% |
| 30D | +14.3% | +17.5% | -3.2% | +9.3% |
| 3M | +2.3% | +4.4% | -2.1% | +0.5% |
| 6M | +49.9% | -9.0% | +58.9% | +51.9% |
| YTD | +95.3% | -18.6% | +113.9% | +102.1% |
| 1Y | +161.7% | -27.7% | +189.4% | +174.9% |
| 3Y | +230.2% | -16.9% | +247.0% | +201.4% |
| 5Y | +148.1% | -70.3% | +218.4% | +189.8% |
| 10Y | +293.2% | -74.9% | +368.1% | +296.0% |
| All | +522.8% | -42.6% | +565.4% | +276.3% |
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