+629.3%
ON vs PSKY
-74.6%
+703.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.9% |
| 7D | +2.4% | -2.4% | +4.8% | +3.1% |
| 30D | -8.6% | +11.6% | -20.2% | -11.6% |
| 3M | -34.3% | +1.5% | -35.9% | -35.2% |
| 6M | +28.5% | +7.7% | +20.8% | +23.8% |
| YTD | +40.6% | -20.1% | +60.7% | +45.5% |
| 1Y | +55.3% | -38.3% | +93.6% | +71.4% |
| 3Y | -22.2% | -17.7% | -4.5% | -29.3% |
| 5Y | +62.4% | -69.9% | +132.3% | +100.5% |
| All | +629.3% | -74.6% | +703.9% | +561.2% |
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