+400.6%
LIN vs PSKY
-85.1%
+485.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.5% |
| 7D | +3.0% | -24.6% | +27.6% | +5.5% |
| 30D | +7.3% | -36.1% | +43.5% | +11.5% |
| 3M | +0.3% | -34.6% | +34.8% | +3.2% |
| 6M | +0.5% | -40.5% | +41.0% | +4.4% |
| YTD | +18.0% | -47.7% | +65.7% | +23.8% |
| 1Y | +13.7% | -58.4% | +72.1% | +22.0% |
| 3Y | +36.6% | -40.7% | +77.3% | +34.1% |
| 5Y | +73.0% | -80.0% | +153.1% | +94.4% |
| All | +400.6% | -85.1% | +485.7% | +366.9% |
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