+3.9%
PEP vs PSKY
-70.7%
+74.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +0.7% | +17.5% | -16.9% | +0.1% |
| 3M | -0.5% | +4.4% | -5.0% | -0.7% |
| 6M | -11.3% | -9.0% | -2.3% | -11.2% |
| YTD | -0.6% | -18.6% | +18.0% | -0.1% |
| 1Y | +1.7% | -27.7% | +29.4% | +2.4% |
| 3Y | -12.5% | -16.9% | +4.4% | -13.5% |
| 5Y | +3.9% | -70.3% | +74.2% | +9.0% |
| All | +3.9% | -70.7% | +74.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling