+144.6%
IEFA vs PSKY
-74.6%
+219.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -1.5% | +11.6% | -13.1% | -2.9% |
| 3M | +3.4% | +1.5% | +1.9% | +3.0% |
| 6M | +9.5% | +7.7% | +1.8% | +7.9% |
| YTD | +13.0% | -20.1% | +33.1% | +15.2% |
| 1Y | +18.0% | -38.3% | +56.3% | +23.7% |
| 3Y | +65.4% | -17.7% | +83.1% | +59.5% |
| 5Y | +51.6% | -69.9% | +121.4% | +65.2% |
| All | +144.6% | -74.6% | +219.2% | +122.3% |
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