+292.8%
IVZ vs PSKY
-63.1%
+355.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.2% |
| 7D | -4.4% | -24.6% | +20.1% | +5.1% |
| 30D | -10.5% | -36.1% | +25.6% | +4.7% |
| 3M | +34.1% | -78.6% | +112.7% | +68.7% |
| 6M | +34.1% | -78.6% | +112.7% | +68.7% |
| YTD | +34.1% | -78.6% | +112.7% | +68.7% |
| 1Y | +34.1% | -78.6% | +112.7% | +68.7% |
| 3Y | +34.1% | -78.6% | +112.7% | +68.7% |
| 5Y | +38.9% | -80.0% | +118.9% | +81.4% |
| 10Y | +47.7% | -84.4% | +132.1% | +69.2% |
| All | +292.8% | -63.1% | +355.9% | +106.7% |
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