+788.9%
IVV vs PSKY
-63.1%
+852.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.1% |
| 7D | -2.0% | -24.6% | +22.6% | +3.0% |
| 30D | +0.6% | -36.1% | +36.7% | +9.1% |
| 3M | +13.9% | -53.4% | +67.3% | +25.6% |
| 6M | +13.9% | -53.4% | +67.3% | +25.6% |
| YTD | +13.9% | -53.4% | +67.3% | +25.6% |
| 1Y | +16.8% | -58.4% | +75.2% | +32.2% |
| 3Y | +82.0% | -40.7% | +122.6% | +73.6% |
| 5Y | +83.6% | -80.0% | +163.6% | +117.7% |
| 10Y | +322.0% | -84.4% | +406.4% | +357.7% |
| All | +788.9% | -63.1% | +852.0% | +547.2% |
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