+54.7%
MMM vs PSKY
-76.1%
+130.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.0% |
| 7D | -2.6% | -6.8% | +4.3% | -1.5% |
| 30D | -9.3% | +10.2% | -19.5% | -10.7% |
| 3M | +5.6% | +0.3% | +5.3% | +5.3% |
| 6M | +9.5% | -7.8% | +17.2% | +9.9% |
| YTD | +4.1% | -23.0% | +27.1% | +7.0% |
| 1Y | +9.4% | -31.6% | +41.0% | +13.5% |
| 3Y | +101.0% | -21.3% | +122.3% | +92.9% |
| 5Y | +26.1% | -71.5% | +97.6% | +42.0% |
| 10Y | +54.7% | -75.6% | +130.4% | +44.0% |
| All | +54.7% | -76.1% | +130.8% | +44.0% |
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