+110.9%
MO vs PSKY
-74.6%
+185.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +7.1% | +11.6% | -4.4% | +6.0% |
| 3M | -2.0% | +1.5% | -3.5% | -2.3% |
| 6M | +7.3% | +7.7% | -0.4% | +6.1% |
| YTD | +23.5% | -20.1% | +43.6% | +25.1% |
| 1Y | +11.0% | -38.3% | +49.3% | +15.0% |
| 3Y | +95.0% | -17.7% | +112.7% | +89.6% |
| 5Y | +100.6% | -69.9% | +170.5% | +115.1% |
| All | +110.9% | -74.6% | +185.5% | +98.9% |
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