+137.3%
IWM vs PSKY
-85.2%
+222.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.9% |
| 7D | -3.0% | -24.6% | +21.5% | +0.7% |
| 30D | -5.8% | -36.1% | +30.3% | +0.2% |
| 3M | +12.1% | -54.8% | +66.9% | +20.4% |
| 6M | +12.1% | -54.8% | +66.9% | +20.4% |
| YTD | +12.1% | -54.8% | +66.9% | +20.4% |
| 1Y | +11.5% | -58.4% | +69.8% | +21.6% |
| 3Y | +61.6% | -40.7% | +102.3% | +51.7% |
| 5Y | +27.8% | -80.0% | +107.8% | +49.1% |
| All | +137.3% | -85.2% | +222.5% | +131.7% |
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 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