+160.8%
EXC vs PSKY
-76.1%
+236.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.1% |
| 7D | +0.3% | -6.8% | +7.2% | +1.1% |
| 30D | -0.9% | +10.2% | -11.1% | -2.0% |
| 3M | -2.7% | +0.3% | -3.0% | -2.9% |
| 6M | -9.4% | -7.8% | -1.6% | -9.0% |
| YTD | +3.0% | -23.0% | +26.0% | +5.2% |
| 1Y | +5.1% | -31.6% | +36.8% | +8.2% |
| 3Y | +20.6% | -21.3% | +41.9% | +16.7% |
| 5Y | +45.7% | -71.5% | +117.2% | +60.5% |
| 10Y | +160.8% | -75.6% | +236.5% | +106.5% |
| All | +160.8% | -76.1% | +236.9% | +106.5% |
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