-7.8%
PSKY vs EFV
+14.9%
-22.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.0% |
| 7D | -6.8% | -0.5% | -6.3% | -6.6% |
| 30D | +10.2% | 0.0% | +10.2% | +10.3% |
| 3M | +0.3% | +8.4% | -8.1% | -2.4% |
| 6M | -7.8% | +12.3% | -20.1% | -10.6% |
| All | -7.8% | +14.9% | -22.6% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling