+46.2%
EXC vs PSKY
-70.7%
+116.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.2% | +2.4% | -1.1% | +1.1% |
| 30D | -2.7% | +17.5% | -20.2% | -3.5% |
| 3M | -1.0% | +4.4% | -5.4% | -1.2% |
| 6M | -9.3% | -9.0% | -0.2% | -9.1% |
| YTD | +3.6% | -18.6% | +22.2% | +4.3% |
| 1Y | +5.9% | -27.7% | +33.6% | +7.0% |
| 3Y | +21.3% | -16.9% | +38.1% | +19.4% |
| 5Y | +46.2% | -70.3% | +116.4% | +52.6% |
| All | +46.2% | -70.7% | +116.9% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling