+83.1%
IVV vs PSKY
-70.3%
+153.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.1% | +24.0% | -23.9% | -2.0% |
| 3M | +2.0% | +2.2% | -0.2% | +1.6% |
| 6M | +13.0% | -9.0% | +22.0% | +13.6% |
| YTD | +13.6% | -18.1% | +31.7% | +15.0% |
| 1Y | +20.1% | -25.1% | +45.2% | +21.9% |
| 3Y | +77.6% | -16.3% | +93.9% | +71.8% |
| All | +83.1% | -70.3% | +153.4% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling