+449.1%
MAR vs PSKY
-85.2%
+534.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | -1.6% |
| 7D | +6.1% | -24.6% | +30.6% | -5.8% |
| 30D | +14.0% | -36.1% | +50.1% | -6.1% |
| 3M | +158.7% | -77.9% | +236.6% | +114.1% |
| 6M | +158.7% | -77.9% | +236.6% | +114.1% |
| YTD | +158.7% | -77.9% | +236.6% | +114.1% |
| 1Y | +158.7% | -77.9% | +236.6% | +114.1% |
| 3Y | +158.7% | -77.9% | +236.6% | +114.1% |
| 5Y | +152.9% | -80.0% | +232.9% | +116.7% |
| All | +449.1% | -85.2% | +534.3% | +244.6% |
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