-81.4%
PATH vs PSKY
-79.1%
-2.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -4.7% |
| 7D | -4.7% | -24.6% | +19.9% | +3.4% |
| 30D | -12.3% | -36.1% | +23.8% | +0.6% |
| 3M | -11.7% | -53.4% | +41.7% | +7.1% |
| 6M | -11.7% | -53.4% | +41.7% | +7.1% |
| YTD | -11.7% | -53.4% | +41.7% | +7.1% |
| 1Y | -19.3% | -58.4% | +39.0% | +1.9% |
| 3Y | -20.7% | -40.7% | +20.0% | -23.2% |
| 5Y | -74.3% | -80.0% | +5.7% | -61.8% |
| All | -81.4% | -79.1% | -2.3% | -72.3% |
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