+212.3%
IEFA vs PSKY
-60.5%
+272.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.3% |
| 7D | -0.5% | -6.8% | +6.4% | +0.5% |
| 30D | -1.1% | +10.2% | -11.4% | -2.6% |
| 3M | +5.1% | +0.3% | +4.8% | +4.8% |
| 6M | +9.3% | -7.8% | +17.1% | +9.9% |
| YTD | +13.0% | -23.0% | +35.9% | +16.0% |
| 1Y | +19.2% | -31.6% | +50.8% | +23.5% |
| 3Y | +67.0% | -21.3% | +88.3% | +61.2% |
| 5Y | +51.1% | -71.5% | +122.6% | +68.1% |
| 10Y | +146.5% | -75.6% | +222.1% | +138.2% |
| All | +212.3% | -60.5% | +272.8% | +161.3% |
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 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