-19.4%
PSKY vs EFV
+88.2%
-107.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -6.0% | -2.0% | -4.0% | -4.3% |
| 30D | +10.7% | -0.2% | +10.8% | +10.9% |
| 3M | +1.2% | +9.1% | -8.0% | -6.3% |
| 6M | +1.5% | +11.7% | -10.2% | -8.4% |
| YTD | -21.8% | +17.0% | -38.8% | -32.9% |
| 1Y | -30.2% | +26.7% | -56.9% | -44.8% |
| All | -19.4% | +88.2% | -107.6% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling