+352.1%
IDXX vs PSKY
-74.6%
+426.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -5.7% | -2.4% | -3.3% | -5.4% |
| 30D | -11.5% | +11.6% | -23.1% | -13.0% |
| 3M | -9.5% | +1.5% | -11.1% | -9.9% |
| 6M | -16.0% | +7.7% | -23.7% | -17.2% |
| YTD | -25.4% | -20.1% | -5.3% | -23.8% |
| 1Y | -21.8% | -38.3% | +16.5% | -17.6% |
| 3Y | +7.0% | -17.7% | +24.8% | +2.9% |
| 5Y | -26.0% | -69.9% | +43.9% | -19.5% |
| All | +352.1% | -74.6% | +426.7% | +357.0% |
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