+159.7%
GILD vs PSKY
-74.6%
+234.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -4.8% | -2.4% | -2.4% | -4.7% |
| 30D | +5.8% | +11.6% | -5.8% | +4.9% |
| 3M | +14.9% | +1.5% | +13.4% | +14.7% |
| 6M | -0.4% | +7.7% | -8.1% | -1.2% |
| YTD | +18.5% | -20.1% | +38.6% | +19.9% |
| 1Y | +25.1% | -38.3% | +63.4% | +28.6% |
| 3Y | +105.9% | -17.7% | +123.6% | +102.2% |
| 5Y | +143.0% | -69.9% | +212.9% | +154.1% |
| All | +159.7% | -74.6% | +234.3% | +193.2% |
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