+1,579.9%
LLY vs PSKY
-74.7%
+1,654.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | -5.1% | +17.5% | -22.6% | -5.7% |
| 3M | -2.1% | +4.4% | -6.5% | -2.3% |
| 6M | +13.8% | -9.0% | +22.9% | +14.0% |
| YTD | +5.1% | -18.6% | +23.7% | +5.6% |
| 1Y | +53.1% | -27.7% | +80.8% | +54.1% |
| 3Y | +95.6% | -16.9% | +112.5% | +93.5% |
| 5Y | +361.5% | -70.3% | +431.8% | +380.5% |
| All | +1,579.9% | -74.7% | +1,654.6% | +1,652.8% |
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