+272.7%
PNC vs PSKY
-74.6%
+347.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -4.4% | +11.6% | -16.0% | -6.7% |
| 3M | +5.2% | +1.5% | +3.7% | +4.5% |
| 6M | +20.6% | +7.7% | +12.9% | +17.6% |
| YTD | +19.8% | -20.1% | +39.9% | +23.0% |
| 1Y | +24.4% | -38.3% | +62.7% | +34.1% |
| 3Y | +131.2% | -17.7% | +149.0% | +115.5% |
| 5Y | +53.1% | -69.9% | +123.0% | +77.9% |
| All | +272.7% | -74.6% | +347.3% | +219.2% |
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