+311.9%
PCAR vs PSKY
-84.8%
+396.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.3% |
| 7D | +2.6% | -24.6% | +27.1% | +4.1% |
| 30D | -9.8% | -36.1% | +26.3% | -7.5% |
| 3M | +42.8% | -38.5% | +81.3% | +45.1% |
| 6M | +42.8% | -38.5% | +81.3% | +45.1% |
| YTD | +42.8% | -38.5% | +81.3% | +45.1% |
| 1Y | +42.8% | -38.5% | +81.3% | +45.1% |
| 3Y | +45.4% | -40.7% | +86.0% | +48.1% |
| 5Y | +129.8% | -80.0% | +209.8% | +177.4% |
| All | +311.9% | -84.8% | +396.6% | +315.3% |
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