+176.9%
EWZ vs PSKY
-63.1%
+240.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | -3.9% | -24.6% | +20.6% | +0.6% |
| 30D | +10.9% | -36.1% | +47.0% | +19.4% |
| 3M | +106.2% | -78.6% | +184.9% | +126.3% |
| 6M | +106.2% | -78.6% | +184.9% | +126.3% |
| YTD | +106.2% | -78.6% | +184.9% | +126.3% |
| 1Y | +106.2% | -78.6% | +184.9% | +126.3% |
| 3Y | +106.2% | -78.6% | +184.9% | +126.3% |
| 5Y | +85.7% | -80.0% | +165.7% | +109.6% |
| 10Y | +94.1% | -84.4% | +178.6% | +95.4% |
| All | +176.9% | -63.1% | +240.0% | +76.2% |
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