+549.4%
LYV vs PSKY
-74.6%
+624.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -8.2% | +11.6% | -19.8% | -10.7% |
| 3M | -1.3% | +1.5% | -2.8% | -2.0% |
| 6M | +2.6% | +7.7% | -5.1% | -0.4% |
| YTD | +19.4% | -20.1% | +39.5% | +23.5% |
| 1Y | -2.2% | -38.3% | +36.0% | +6.6% |
| 3Y | +106.0% | -17.7% | +123.8% | +88.1% |
| 5Y | +97.7% | -69.9% | +167.6% | +137.3% |
| All | +549.4% | -74.6% | +624.0% | +519.8% |
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