+230.2%
ICE vs PSKY
-85.2%
+315.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.2% |
| 7D | +3.4% | -24.6% | +28.0% | +4.6% |
| 30D | +2.8% | -36.1% | +38.9% | +4.7% |
| 3M | +52.8% | -39.9% | +92.7% | +54.8% |
| 6M | +52.8% | -39.9% | +92.7% | +54.8% |
| YTD | +52.8% | -39.9% | +92.7% | +54.8% |
| 1Y | +52.8% | -39.9% | +92.7% | +54.8% |
| 3Y | +49.8% | -40.7% | +90.5% | +51.6% |
| 5Y | +33.4% | -80.0% | +113.4% | +50.0% |
| All | +230.2% | -85.2% | +315.4% | +221.9% |
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