+171.7%
IWM vs PSKY
-76.1%
+247.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.3% |
| 7D | -1.1% | -6.8% | +5.7% | +0.2% |
| 30D | -3.1% | +10.2% | -13.4% | -5.1% |
| 3M | +2.2% | +0.3% | +1.9% | +1.8% |
| 6M | +15.1% | -7.8% | +22.8% | +15.9% |
| YTD | +18.6% | -23.0% | +41.5% | +22.9% |
| 1Y | +24.0% | -31.6% | +55.6% | +30.1% |
| 3Y | +63.7% | -21.3% | +85.0% | +56.1% |
| 5Y | +38.2% | -71.5% | +109.7% | +61.0% |
| 10Y | +171.7% | -75.6% | +247.3% | +156.0% |
| All | +171.7% | -76.1% | +247.8% | +156.0% |
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