-3.3%
LVS vs PSKY
-74.6%
+71.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -3.0% |
| 30D | -6.2% | +11.6% | -17.8% | -8.7% |
| 3M | -14.8% | +1.5% | -16.4% | -15.5% |
| 6M | -20.9% | +7.7% | -28.6% | -22.9% |
| YTD | -33.0% | -20.1% | -12.9% | -30.7% |
| 1Y | -20.0% | -38.3% | +18.3% | -12.8% |
| 3Y | -6.9% | -17.7% | +10.8% | -12.9% |
| 5Y | +9.1% | -69.9% | +79.0% | +29.8% |
| All | -3.3% | -74.6% | +71.3% | -7.6% |
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 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