+99.6%
GSK vs PSKY
-85.2%
+184.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +0.2% |
| 7D | +6.5% | -24.6% | +31.0% | +2.4% |
| 30D | -1.1% | -36.1% | +35.1% | -7.4% |
| 3M | +39.8% | -77.9% | +117.7% | +26.6% |
| 6M | +39.8% | -77.9% | +117.7% | +26.6% |
| YTD | +39.8% | -77.9% | +117.7% | +26.6% |
| 1Y | +39.8% | -77.9% | +117.7% | +26.6% |
| 3Y | +39.8% | -77.9% | +117.7% | +26.6% |
| 5Y | +55.4% | -80.0% | +135.4% | +41.9% |
| All | +99.6% | -85.2% | +184.8% | +64.5% |
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