+92.8%
PR vs PSKY
-85.0%
+177.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +4.9% |
| 7D | +6.8% | -24.6% | +31.3% | +11.0% |
| 30D | +4.2% | -36.1% | +40.3% | +11.2% |
| 3M | +91.9% | -53.4% | +145.3% | +103.6% |
| 6M | +91.9% | -53.4% | +145.3% | +103.6% |
| YTD | +91.9% | -53.4% | +145.3% | +103.6% |
| 1Y | +110.5% | -58.4% | +168.8% | +130.7% |
| 3Y | +84.8% | -40.7% | +125.5% | +60.3% |
| 5Y | +318.7% | -80.0% | +398.7% | +405.3% |
| All | +92.8% | -85.0% | +177.8% | +194.6% |
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