+1,221.0%
IGV vs PSKY
-42.2%
+1,263.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +3.2% | +24.0% | -20.8% | -1.9% |
| 3M | +4.5% | +2.2% | +2.4% | +3.7% |
| 6M | +22.1% | -9.0% | +31.1% | +23.8% |
| YTD | -1.0% | -18.1% | +17.1% | +1.9% |
| 1Y | -2.1% | -25.1% | +23.0% | +1.4% |
| 3Y | +44.6% | -16.3% | +60.9% | +34.0% |
| 5Y | +22.2% | -70.4% | +92.5% | +40.9% |
| 10Y | +364.7% | -74.2% | +438.9% | +373.8% |
| All | +1,221.0% | -42.2% | +1,263.2% | +832.3% |
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