+652.3%
GLD vs PSKY
-63.1%
+715.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.1% |
| 7D | -0.7% | -24.6% | +23.9% | 0.0% |
| 30D | -2.8% | -36.1% | +33.4% | -1.7% |
| 3M | -11.9% | -37.1% | +25.2% | -11.0% |
| 6M | -13.2% | -40.5% | +27.3% | -12.3% |
| YTD | -3.6% | -47.7% | +44.1% | -2.5% |
| 1Y | -3.6% | -58.4% | +54.7% | -2.3% |
| 3Y | +114.7% | -40.7% | +155.3% | +116.0% |
| 5Y | +131.1% | -80.0% | +211.1% | +134.0% |
| 10Y | +220.0% | -84.4% | +304.5% | +220.7% |
| All | +652.3% | -63.1% | +715.4% | +599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling