+186.2%
EXC vs PSKY
-84.9%
+271.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +2.9% |
| 7D | +4.2% | -24.6% | +28.7% | +6.7% |
| 30D | +1.8% | -36.1% | +38.0% | +6.1% |
| 3M | -1.7% | -53.8% | +52.2% | +3.6% |
| 6M | -1.7% | -53.8% | +52.2% | +3.6% |
| YTD | -1.7% | -53.8% | +52.2% | +3.6% |
| 1Y | -4.8% | -58.4% | +53.6% | +1.6% |
| 3Y | +21.3% | -40.7% | +62.0% | +17.7% |
| 5Y | +46.3% | -80.0% | +126.3% | +63.4% |
| All | +186.2% | -84.9% | +271.1% | +125.8% |
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