+313.7%
IVV vs PSKY
-74.5%
+388.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +0.5% | +2.4% | -1.9% | +0.2% |
| 30D | -1.0% | +17.5% | -18.5% | -3.1% |
| 3M | +3.9% | +4.4% | -0.6% | +3.0% |
| 6M | +14.5% | -9.0% | +23.5% | +15.3% |
| YTD | +12.9% | -18.6% | +31.5% | +14.9% |
| 1Y | +19.4% | -27.7% | +47.1% | +22.5% |
| 3Y | +78.8% | -16.9% | +95.7% | +71.3% |
| 5Y | +82.2% | -70.3% | +152.5% | +101.5% |
| 10Y | +313.7% | -74.9% | +388.6% | +281.0% |
| All | +313.7% | -74.5% | +388.2% | +281.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling