+86.4%
F vs PSKY
-74.5%
+160.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | +1.2% | +17.5% | -16.3% | -3.2% |
| 3M | -5.7% | +4.4% | -10.1% | -7.2% |
| 6M | +17.9% | -9.0% | +27.0% | +19.4% |
| YTD | +10.4% | -18.6% | +29.0% | +13.9% |
| 1Y | +25.3% | -27.7% | +53.1% | +31.7% |
| 3Y | +37.5% | -16.9% | +54.3% | +25.9% |
| 5Y | +46.5% | -70.3% | +116.8% | +81.5% |
| 10Y | +86.4% | -74.9% | +161.3% | +59.6% |
| All | +86.4% | -74.5% | +160.9% | +59.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling