+433.8%
MAR vs PSKY
-74.6%
+508.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | -5.4% | +11.6% | -17.0% | -7.8% |
| 3M | -15.5% | +1.5% | -17.0% | -16.2% |
| 6M | +3.0% | +7.7% | -4.7% | +0.1% |
| YTD | +8.5% | -20.1% | +28.6% | +11.7% |
| 1Y | +26.0% | -38.3% | +64.2% | +36.4% |
| 3Y | +68.6% | -17.7% | +86.3% | +55.7% |
| 5Y | +157.4% | -69.9% | +227.3% | +203.9% |
| All | +433.8% | -74.6% | +508.4% | +373.7% |
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