+2,302.1%
MULL vs PSKY
-4.2%
+2,306.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -8.4% | -2.4% | -6.0% | -8.3% |
| 30D | +9.7% | +11.6% | -1.9% | +8.6% |
| 3M | -26.8% | +1.5% | -28.3% | -26.7% |
| 6M | +220.7% | +7.7% | +213.0% | +219.5% |
| YTD | +509.0% | -20.1% | +529.1% | +527.5% |
| 1Y | +1,739.5% | -38.3% | +1,777.8% | +1,875.0% |
| All | +2,302.1% | -4.2% | +2,306.4% | +2,117.0% |
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