+605.8%
MSCI vs PSKY
-74.5%
+680.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -2.1% | +2.4% | -4.4% | -2.4% |
| 30D | -1.7% | +17.5% | -19.3% | -4.2% |
| 3M | -8.2% | +4.4% | -12.7% | -9.0% |
| 6M | -2.4% | -9.0% | +6.6% | -1.6% |
| YTD | -2.8% | -18.6% | +15.8% | -0.8% |
| 1Y | -2.7% | -27.7% | +25.1% | +0.4% |
| 3Y | +7.3% | -16.9% | +24.2% | +2.8% |
| 5Y | -11.4% | -70.3% | +58.8% | -1.1% |
| 10Y | +605.8% | -74.9% | +680.8% | +542.5% |
| All | +605.8% | -74.5% | +680.4% | +542.5% |
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