+374.8%
META vs PSKY
-73.9%
+448.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | +24.0% | -19.2% | +0.9% |
| 3M | -1.6% | +2.2% | -3.8% | -2.2% |
| 6M | -7.5% | -9.0% | +1.5% | -6.6% |
| YTD | -6.4% | -18.1% | +11.7% | -4.4% |
| 1Y | -17.3% | -25.1% | +7.8% | -15.2% |
| 3Y | +109.9% | -16.3% | +126.3% | +97.0% |
| 5Y | +65.4% | -70.4% | +135.7% | +88.3% |
| All | +374.8% | -73.9% | +448.7% | +353.8% |
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