+116.2%
EWZ vs PSKY
-85.2%
+201.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | -3.9% | -24.6% | +20.6% | +0.3% |
| 30D | +10.9% | -36.1% | +47.0% | +19.0% |
| 3M | +10.4% | -34.7% | +45.2% | +17.2% |
| 6M | +1.8% | -40.5% | +42.4% | +9.8% |
| YTD | +32.9% | -47.7% | +80.6% | +45.2% |
| 1Y | +49.5% | -58.4% | +107.8% | +70.0% |
| 3Y | +61.9% | -40.7% | +102.6% | +59.7% |
| 5Y | +85.7% | -80.0% | +165.7% | +126.6% |
| All | +116.2% | -85.2% | +201.3% | +110.0% |
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