+84.1%
EWZ vs PSKY
-74.5%
+158.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | +5.6% | +2.4% | +3.2% | +5.1% |
| 30D | +9.3% | +17.5% | -8.3% | +6.0% |
| 3M | +15.7% | +4.4% | +11.2% | +14.4% |
| 6M | +7.4% | -9.0% | +16.5% | +8.4% |
| YTD | +22.7% | -18.6% | +41.3% | +25.5% |
| 1Y | +36.4% | -27.7% | +64.1% | +41.5% |
| 3Y | +50.4% | -16.9% | +67.3% | +42.2% |
| 5Y | +67.6% | -70.3% | +137.9% | +94.1% |
| 10Y | +84.1% | -74.9% | +159.0% | +55.1% |
| All | +84.1% | -74.5% | +158.6% | +55.1% |
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