+76.8%
PEP vs PSKY
-85.2%
+161.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +2.7% |
| 7D | +4.4% | -24.6% | +28.9% | +5.8% |
| 30D | -3.6% | -36.1% | +32.6% | -1.3% |
| 3M | -5.2% | -54.8% | +49.6% | -2.2% |
| 6M | -5.2% | -54.8% | +49.6% | -2.2% |
| YTD | -5.2% | -54.8% | +49.6% | -2.2% |
| 1Y | -10.4% | -58.4% | +48.0% | -7.0% |
| 3Y | -9.0% | -40.7% | +31.6% | -10.3% |
| 5Y | -2.6% | -80.0% | +77.4% | +3.4% |
| All | +76.8% | -85.2% | +161.9% | +62.9% |
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