+64.3%
PPL vs PSKY
-85.0%
+149.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.6% |
| 7D | +2.7% | -24.6% | +27.2% | +5.6% |
| 30D | +4.1% | -36.1% | +40.2% | +9.0% |
| 3M | -0.5% | -37.1% | +36.7% | +3.5% |
| 6M | -9.1% | -40.5% | +31.4% | -4.9% |
| YTD | +2.8% | -47.7% | +50.5% | +8.7% |
| 1Y | -2.7% | -58.4% | +55.7% | +5.6% |
| 3Y | +60.7% | -40.7% | +101.3% | +58.1% |
| 5Y | +45.0% | -80.0% | +125.0% | +64.9% |
| All | +64.3% | -85.0% | +149.3% | +34.4% |
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