+79.1%
PEP vs PSKY
-76.1%
+155.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.9% |
| 7D | -1.7% | -6.8% | +5.2% | -1.2% |
| 30D | +0.3% | +10.2% | -9.9% | -0.4% |
| 3M | -3.2% | +0.3% | -3.5% | -3.3% |
| 6M | -13.6% | -7.8% | -5.8% | -13.4% |
| YTD | -1.9% | -23.0% | +21.1% | -0.7% |
| 1Y | -0.6% | -31.6% | +31.0% | +1.0% |
| 3Y | -13.6% | -21.3% | +7.7% | -14.9% |
| 5Y | +3.2% | -71.5% | +74.7% | +8.8% |
| 10Y | +79.1% | -75.6% | +154.7% | +64.7% |
| All | +79.1% | -76.1% | +155.2% | +64.7% |
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