+67.2%
O vs PSKY
-85.2%
+152.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.3% |
| 7D | +3.5% | -24.6% | +28.1% | +5.1% |
| 30D | -4.9% | -36.1% | +31.2% | -2.4% |
| 3M | +3.3% | -78.2% | +81.4% | +8.1% |
| 6M | +3.3% | -78.2% | +81.4% | +8.1% |
| YTD | +3.3% | -78.2% | +81.4% | +8.1% |
| 1Y | +3.3% | -78.2% | +81.4% | +8.1% |
| 3Y | +3.3% | -78.2% | +81.4% | +8.1% |
| 5Y | +7.7% | -80.0% | +87.7% | +15.1% |
| All | +67.2% | -85.2% | +152.3% | +18.2% |
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