+243.8%
MET vs PSKY
-74.6%
+318.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +0.5% | +11.6% | -11.1% | -2.0% |
| 3M | +11.6% | +1.5% | +10.1% | +10.9% |
| 6M | +40.8% | +7.7% | +33.1% | +37.2% |
| YTD | +25.7% | -20.1% | +45.8% | +29.4% |
| 1Y | +24.4% | -38.3% | +62.6% | +34.5% |
| 3Y | +67.5% | -17.7% | +85.2% | +54.9% |
| 5Y | +85.8% | -69.9% | +155.7% | +119.2% |
| All | +243.8% | -74.6% | +318.4% | +193.6% |
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