-25.1%
PINS vs PSKY
-76.7%
+51.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.4% | -3.9% | -7.9% |
| 7D | -13.9% | -6.8% | -7.0% | -12.3% |
| 30D | -25.0% | +10.2% | -35.2% | -26.7% |
| 3M | -16.6% | +0.3% | -16.9% | -16.9% |
| 6M | -7.0% | -7.8% | +0.8% | -5.8% |
| YTD | -29.4% | -23.0% | -6.4% | -26.2% |
| 1Y | -49.9% | -31.6% | -18.3% | -46.8% |
| 3Y | -33.6% | -21.3% | -12.3% | -37.4% |
| 5Y | -66.8% | -71.5% | +4.6% | -59.6% |
| All | -25.1% | -76.7% | +51.6% | -13.4% |
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