-7.5%
MSCI vs PSKY
-70.3%
+62.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.6% | +24.0% | -23.4% | -2.3% |
| 3M | -7.1% | +2.2% | -9.3% | -7.5% |
| 6M | +0.8% | -9.0% | +9.8% | +1.6% |
| YTD | +1.0% | -18.1% | +19.1% | +2.7% |
| 1Y | +4.3% | -25.1% | +29.4% | +6.6% |
| 3Y | +9.9% | -16.3% | +26.3% | +5.7% |
| All | -7.5% | -70.3% | +62.9% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling