+55.4%
IOT vs PSKY
-60.0%
+115.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -4.5% | -2.4% | -2.1% | -4.0% |
| 30D | -2.4% | +11.6% | -14.0% | -4.8% |
| 3M | +19.0% | +1.5% | +17.4% | +18.3% |
| 6M | +19.6% | +7.7% | +11.9% | +17.1% |
| YTD | +8.3% | -20.1% | +28.4% | +12.1% |
| 1Y | -0.8% | -38.3% | +37.5% | +7.3% |
| 3Y | +24.4% | -17.7% | +42.1% | +16.6% |
| All | +55.4% | -60.0% | +115.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling