+17.3%
MUB vs PSKY
-74.6%
+91.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.8% |
| 30D | -2.4% | +11.6% | -14.0% | -2.5% |
| 3M | -2.8% | +1.5% | -4.4% | -2.9% |
| 6M | -2.2% | +7.7% | -9.9% | -2.4% |
| YTD | -1.6% | -20.1% | +18.5% | -1.4% |
| 1Y | 0.0% | -38.3% | +38.3% | +0.5% |
| 3Y | +7.9% | -17.7% | +25.6% | +7.5% |
| 5Y | +1.2% | -69.9% | +71.1% | +1.9% |
| All | +17.3% | -74.6% | +91.9% | +12.0% |
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