+40.0%
IWM vs PSKY
-70.7%
+110.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.0% |
| 30D | -2.3% | +17.5% | -19.8% | -4.7% |
| 3M | +4.0% | +4.4% | -0.5% | +3.0% |
| 6M | +17.9% | -9.0% | +27.0% | +18.9% |
| YTD | +20.2% | -18.6% | +38.8% | +22.7% |
| 1Y | +25.0% | -27.7% | +52.7% | +28.9% |
| 3Y | +66.0% | -16.9% | +82.8% | +58.5% |
| 5Y | +40.0% | -70.3% | +110.3% | +69.2% |
| All | +40.0% | -70.7% | +110.7% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling