+359.1%
PCAR vs PSKY
-74.5%
+433.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | 0.0% | +2.4% | -2.3% | -0.3% |
| 30D | -7.7% | +17.5% | -25.2% | -10.0% |
| 3M | +3.7% | +4.4% | -0.7% | +2.7% |
| 6M | +2.3% | -9.0% | +11.3% | +3.0% |
| YTD | +12.8% | -18.6% | +31.4% | +14.9% |
| 1Y | +27.8% | -27.7% | +55.5% | +31.5% |
| 3Y | +61.8% | -16.9% | +78.7% | +54.6% |
| 5Y | +168.2% | -70.3% | +238.5% | +200.9% |
| 10Y | +359.1% | -74.9% | +434.0% | +322.8% |
| All | +359.1% | -74.5% | +433.6% | +322.8% |
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