+74.3%
F vs PSKY
-85.0%
+159.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.1% |
| 7D | +2.1% | -24.6% | +26.7% | +8.1% |
| 30D | -10.3% | -36.1% | +25.8% | -1.1% |
| 3M | +3.3% | -37.1% | +40.4% | +10.6% |
| 6M | +2.3% | -40.5% | +42.8% | +11.0% |
| YTD | -2.0% | -47.7% | +45.7% | +8.4% |
| 1Y | +10.8% | -58.4% | +69.2% | +29.8% |
| 3Y | +25.8% | -40.7% | +66.5% | +19.2% |
| 5Y | +8.0% | -80.0% | +88.0% | +40.9% |
| All | +74.3% | -85.0% | +159.3% | +64.0% |
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