+46.9%
IVZ vs PSKY
-84.8%
+131.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.0% |
| 7D | -4.4% | -24.6% | +20.1% | +1.3% |
| 30D | -10.5% | -36.1% | +25.6% | -1.5% |
| 3M | +24.5% | -53.4% | +77.9% | +38.1% |
| 6M | +24.5% | -53.4% | +77.9% | +38.1% |
| YTD | +24.5% | -53.4% | +77.9% | +38.1% |
| 1Y | +27.6% | -58.4% | +86.0% | +46.3% |
| 3Y | +141.0% | -40.7% | +181.7% | +123.0% |
| 5Y | +38.9% | -80.0% | +118.9% | +76.9% |
| All | +46.9% | -84.8% | +131.6% | +42.3% |
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