+181.3%
MCD vs PSKY
-76.1%
+257.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.3% |
| 7D | -2.9% | -6.8% | +4.0% | -2.1% |
| 30D | -6.7% | +10.2% | -17.0% | -7.8% |
| 3M | -9.6% | +0.3% | -9.8% | -9.7% |
| 6M | -22.3% | -7.8% | -14.5% | -22.0% |
| YTD | -15.4% | -23.0% | +7.5% | -13.8% |
| 1Y | -16.8% | -31.6% | +14.8% | -14.6% |
| 3Y | -2.4% | -21.3% | +18.9% | -5.1% |
| 5Y | +19.4% | -71.5% | +90.8% | +30.9% |
| 10Y | +181.3% | -75.6% | +256.9% | +120.0% |
| All | +181.3% | -76.1% | +257.4% | +120.0% |
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