+652.8%
GS vs PSKY
-73.9%
+726.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -1.6% | +24.0% | -25.5% | -5.9% |
| 3M | -4.5% | +2.2% | -6.7% | -5.2% |
| 6M | +20.9% | -9.0% | +29.9% | +22.1% |
| YTD | +19.9% | -18.1% | +38.0% | +22.6% |
| 1Y | +41.4% | -25.1% | +66.5% | +45.3% |
| 3Y | +239.2% | -16.3% | +255.5% | +216.1% |
| 5Y | +185.0% | -70.4% | +255.4% | +233.8% |
| All | +652.8% | -73.9% | +726.7% | +577.6% |
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 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