+65.4%
IEFA vs PSKY
-18.9%
+84.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -1.5% | +11.6% | -13.1% | -2.2% |
| 3M | +3.4% | +1.5% | +1.9% | +3.2% |
| 6M | +9.5% | +7.7% | +1.8% | +8.8% |
| YTD | +13.0% | -20.1% | +33.1% | +14.2% |
| 1Y | +18.0% | -38.3% | +56.3% | +20.9% |
| 3Y | +65.4% | -17.7% | +83.1% | +61.3% |
| All | +65.4% | -18.9% | +84.3% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling