+211.8%
PM vs PSKY
-76.1%
+287.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.1% |
| 7D | -1.2% | -6.8% | +5.7% | -0.5% |
| 30D | -0.2% | +10.2% | -10.4% | -1.2% |
| 3M | +4.9% | +0.3% | +4.6% | +4.7% |
| 6M | +9.0% | -7.8% | +16.8% | +9.4% |
| YTD | +17.8% | -23.0% | +40.8% | +20.0% |
| 1Y | +16.8% | -31.6% | +48.5% | +19.9% |
| 3Y | +125.4% | -21.3% | +146.8% | +120.1% |
| 5Y | +128.7% | -71.5% | +200.2% | +146.9% |
| 10Y | +211.8% | -75.6% | +287.5% | +180.3% |
| All | +211.8% | -76.1% | +287.9% | +180.3% |
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