-35.5%
PSKY vs EFV
+227.8%
-263.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | +2.4% | +1.0% | +1.4% | +1.3% |
| 30D | +17.5% | +0.2% | +17.3% | +17.3% |
| 3M | +4.4% | +9.6% | -5.2% | -5.5% |
| 6M | -9.0% | +14.0% | -23.1% | -21.7% |
| YTD | -18.6% | +18.5% | -37.1% | -32.9% |
| 1Y | -27.7% | +27.9% | -55.6% | -45.1% |
| 3Y | -16.9% | +92.4% | -109.3% | -59.7% |
| 5Y | -70.3% | +97.2% | -167.4% | -85.8% |
| 10Y | -74.9% | +163.0% | -238.0% | -91.2% |
| All | -35.5% | +227.8% | -263.3% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling