+298.6%
IR vs PSKY
-86.4%
+384.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | -0.3% |
| 7D | -1.2% | -24.6% | +23.3% | -2.0% |
| 30D | +7.8% | -36.1% | +44.0% | +6.4% |
| 3M | +31.4% | -78.1% | +109.5% | +29.8% |
| 6M | +31.4% | -78.1% | +109.5% | +29.8% |
| YTD | +31.4% | -78.1% | +109.5% | +29.8% |
| 1Y | +31.4% | -78.1% | +109.5% | +29.8% |
| 3Y | +31.4% | -78.1% | +109.5% | +29.8% |
| 5Y | +49.0% | -80.0% | +129.0% | +50.9% |
| All | +298.6% | -86.4% | +384.9% | +221.0% |
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