+422.4%
IWM vs PSKY
-63.1%
+485.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.4% |
| 7D | -3.0% | -24.6% | +21.5% | +3.3% |
| 30D | -5.8% | -36.1% | +30.3% | +4.6% |
| 3M | +11.9% | -53.8% | +65.8% | +25.5% |
| 6M | +11.9% | -53.8% | +65.8% | +25.5% |
| YTD | +11.9% | -53.8% | +65.8% | +25.5% |
| 1Y | +11.5% | -58.4% | +69.8% | +28.9% |
| 3Y | +61.6% | -40.7% | +102.3% | +50.9% |
| 5Y | +27.8% | -80.0% | +107.8% | +57.8% |
| 10Y | +154.5% | -84.4% | +238.9% | +186.8% |
| All | +422.4% | -63.1% | +485.4% | +272.6% |
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