+700.2%
IAU vs PSKY
-44.8%
+745.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.7% |
| 7D | -3.4% | -6.0% | +2.6% | -3.3% |
| 30D | -1.1% | +10.7% | -11.8% | -1.3% |
| 3M | +5.8% | +1.2% | +4.7% | +5.8% |
| 6M | -16.9% | +1.5% | -18.4% | -17.0% |
| YTD | +0.1% | -21.8% | +21.9% | +0.3% |
| 1Y | +18.4% | -30.2% | +48.6% | +18.7% |
| 3Y | +123.6% | -20.1% | +143.7% | +123.1% |
| 5Y | +138.7% | -70.5% | +209.3% | +139.5% |
| 10Y | +217.2% | -75.2% | +292.5% | +214.8% |
| All | +700.2% | -44.8% | +745.0% | +641.1% |
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