+794.8%
IVV vs PSKY
-42.2%
+837.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.1% | +24.0% | -23.9% | -4.7% |
| 3M | +2.0% | +2.2% | -0.2% | +1.2% |
| 6M | +13.0% | -9.0% | +22.0% | +14.2% |
| YTD | +13.6% | -18.1% | +31.7% | +16.5% |
| 1Y | +20.1% | -25.1% | +45.2% | +23.8% |
| 3Y | +77.6% | -16.3% | +93.9% | +64.5% |
| 5Y | +82.5% | -70.4% | +152.8% | +107.9% |
| 10Y | +316.5% | -74.2% | +390.7% | +319.4% |
| All | +794.8% | -42.2% | +837.0% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling