+606.9%
GEV vs PSKY
-5.2%
+612.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.4% | -2.8% |
| 7D | -1.9% | -6.0% | +4.1% | -1.9% |
| 30D | -8.7% | +10.7% | -19.4% | -8.6% |
| 3M | +6.6% | +1.2% | +5.4% | +6.8% |
| 6M | +10.2% | +1.5% | +8.7% | +10.4% |
| YTD | +41.6% | -21.8% | +63.4% | +42.0% |
| 1Y | +43.9% | -30.2% | +74.1% | +44.3% |
| All | +606.9% | -5.2% | +612.1% | +610.0% |
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 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