+99.2%
PSA vs PSKY
-75.1%
+174.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.6% | -6.0% | +2.3% | -3.1% |
| 30D | -9.4% | +10.7% | -20.0% | -10.2% |
| 3M | -8.2% | +1.2% | -9.4% | -8.4% |
| 6M | -1.8% | +1.5% | -3.3% | -2.3% |
| YTD | +15.7% | -21.8% | +37.5% | +17.5% |
| 1Y | +6.3% | -30.2% | +36.4% | +8.5% |
| 3Y | +21.6% | -20.1% | +41.7% | +19.5% |
| 5Y | +13.5% | -70.5% | +84.0% | +19.3% |
| All | +99.2% | -75.1% | +174.3% | +72.7% |
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