+360.7%
IVZ vs PSKY
-42.2%
+402.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +4.0% | +24.0% | -20.0% | -5.6% |
| 3M | +18.2% | +2.2% | +16.0% | +16.2% |
| 6M | +32.8% | -9.0% | +41.8% | +34.9% |
| YTD | +28.7% | -18.1% | +46.9% | +34.0% |
| 1Y | +55.4% | -25.1% | +80.5% | +62.4% |
| 3Y | +135.2% | -16.3% | +151.5% | +98.0% |
| 5Y | +64.2% | -70.4% | +134.6% | +110.4% |
| 10Y | +64.6% | -74.2% | +138.8% | +72.8% |
| All | +360.7% | -42.2% | +402.9% | +130.9% |
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