+187.3%
MET vs PSKY
-85.2%
+272.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.2% |
| 7D | +2.5% | -24.6% | +27.0% | +6.4% |
| 30D | +3.1% | -36.1% | +39.2% | +9.7% |
| 3M | +80.5% | -39.9% | +120.4% | +87.5% |
| 6M | +80.5% | -39.9% | +120.4% | +87.5% |
| YTD | +80.5% | -39.9% | +120.4% | +87.5% |
| 1Y | +80.5% | -39.9% | +120.4% | +87.5% |
| 3Y | +73.8% | -40.7% | +114.5% | +80.1% |
| 5Y | +78.6% | -80.0% | +158.7% | +141.7% |
| All | +187.3% | -85.2% | +272.4% | +182.2% |
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