+188.3%
ITW vs PSKY
-74.6%
+262.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -8.3% | +11.6% | -19.9% | -9.9% |
| 3M | +6.0% | +1.5% | +4.5% | +5.5% |
| 6M | 0.0% | +7.7% | -7.7% | -1.8% |
| YTD | +10.2% | -20.1% | +30.3% | +12.6% |
| 1Y | +3.2% | -38.3% | +41.5% | +9.0% |
| 3Y | +21.0% | -17.7% | +38.7% | +15.7% |
| 5Y | +37.9% | -69.9% | +107.8% | +53.0% |
| All | +188.3% | -74.6% | +262.9% | +154.4% |
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