+100.0%
IT vs PSKY
-74.6%
+174.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.1% | +4.9% |
| 7D | -3.7% | -2.4% | -1.3% | -3.2% |
| 30D | +0.1% | +11.6% | -11.5% | -1.9% |
| 3M | +20.7% | +1.5% | +19.2% | +20.2% |
| 6M | +12.0% | +7.7% | +4.3% | +9.9% |
| YTD | -28.8% | -20.1% | -8.7% | -26.6% |
| 1Y | -25.5% | -38.3% | +12.8% | -20.2% |
| 3Y | -48.8% | -17.7% | -31.0% | -50.4% |
| 5Y | -42.7% | -69.9% | +27.1% | -35.5% |
| All | +100.0% | -74.6% | +174.6% | +81.8% |
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