+76.7%
GSK vs PSKY
-75.1%
+151.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -5.4% | -6.0% | +0.6% | -5.1% |
| 30D | -4.6% | +10.7% | -15.3% | -5.2% |
| 3M | -5.1% | +1.2% | -6.3% | -5.3% |
| 6M | -11.4% | +1.5% | -12.9% | -11.7% |
| YTD | +0.7% | -21.8% | +22.5% | +1.7% |
| 1Y | +23.0% | -30.2% | +53.2% | +24.7% |
| 3Y | +48.0% | -20.1% | +68.1% | +46.1% |
| 5Y | +48.2% | -70.5% | +118.7% | +55.1% |
| All | +76.7% | -75.1% | +151.8% | +63.4% |
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