+277.0%
IR vs PSKY
-79.9%
+357.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.3% | -1.0% |
| 7D | -1.9% | -6.8% | +4.9% | -0.6% |
| 30D | -15.0% | +10.2% | -25.3% | -16.7% |
| 3M | -0.4% | +0.3% | -0.7% | -0.8% |
| 6M | -15.0% | -7.8% | -7.3% | -14.5% |
| YTD | -7.1% | -23.0% | +15.9% | -3.9% |
| 1Y | -7.5% | -31.6% | +24.1% | -3.3% |
| 3Y | +6.3% | -21.3% | +27.6% | +0.9% |
| 5Y | +37.3% | -71.5% | +108.8% | +59.6% |
| All | +277.0% | -79.9% | +357.0% | +245.6% |
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