+349.5%
MTUM vs PSKY
-74.6%
+424.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -2.4% | +11.6% | -14.0% | -3.7% |
| 3M | -3.6% | +1.5% | -5.2% | -4.0% |
| 6M | +23.7% | +7.7% | +16.0% | +22.1% |
| YTD | +22.9% | -20.1% | +43.0% | +24.8% |
| 1Y | +21.8% | -38.3% | +60.0% | +26.8% |
| 3Y | +114.4% | -17.7% | +132.2% | +107.1% |
| 5Y | +79.6% | -69.9% | +149.4% | +95.3% |
| All | +349.5% | -74.6% | +424.1% | +325.7% |
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