-75.1%
PSKY vs EFV
+169.9%
-245.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +0.9% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | +11.6% | +0.6% | +10.9% | +10.9% |
| 3M | +1.5% | +7.5% | -6.0% | -6.4% |
| 6M | +7.7% | +13.0% | -5.3% | -6.8% |
| YTD | -20.1% | +18.3% | -38.4% | -34.6% |
| 1Y | -38.3% | +26.7% | -65.0% | -53.3% |
| 3Y | -17.7% | +89.6% | -107.3% | -61.4% |
| 5Y | -69.9% | +98.2% | -168.1% | -86.5% |
| All | -75.1% | +169.9% | -245.0% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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