+497.2%
GS vs PSKY
-85.1%
+582.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.4% |
| 7D | -1.6% | -24.6% | +23.0% | +2.3% |
| 30D | -10.8% | -36.1% | +25.3% | -4.8% |
| 3M | +13.3% | -53.4% | +66.7% | +21.5% |
| 6M | +13.3% | -53.4% | +66.7% | +21.5% |
| YTD | +13.3% | -53.4% | +66.7% | +21.5% |
| 1Y | +18.5% | -58.4% | +76.9% | +30.4% |
| 3Y | +199.7% | -40.7% | +240.4% | +180.3% |
| 5Y | +145.0% | -80.0% | +225.0% | +191.0% |
| All | +497.2% | -85.1% | +582.3% | +485.2% |
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