-81.4%
PATH vs PSKY
-79.1%
-2.3%
-89.0%
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% | -4.9% |
| 7D | -4.7% | -24.6% | +19.9% | +2.1% |
| 30D | -12.3% | -36.1% | +23.8% | -1.5% |
| 3M | +20.1% | -34.6% | +54.7% | +30.0% |
| 6M | +21.1% | -40.5% | +61.6% | +35.2% |
| YTD | -21.6% | -47.7% | +26.1% | -10.2% |
| 1Y | -19.3% | -58.4% | +39.0% | -0.9% |
| 3Y | -20.7% | -40.7% | +20.0% | -25.3% |
| 5Y | -74.3% | -80.0% | +5.7% | -62.9% |
| All | -81.4% | -79.1% | -2.3% | -73.0% |
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