-76.9%
PLTD vs PSKY
-6.6%
-70.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.7% | -0.2% |
| 7D | -0.9% | -6.8% | +5.9% | -1.7% |
| 30D | +1.3% | +10.2% | -8.9% | +2.5% |
| 3M | -32.9% | +0.3% | -33.2% | -32.5% |
| 6M | -24.9% | -7.8% | -17.1% | -24.7% |
| YTD | -18.2% | -23.0% | +4.7% | -18.4% |
| 1Y | -28.7% | -31.6% | +2.9% | -29.3% |
| All | -76.9% | -6.6% | -70.3% | -74.0% |
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 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