-74.9%
PSKY vs ES
+85.1%
-160.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +2.4% | +1.4% | +1.0% | +1.8% |
| 30D | +17.5% | -1.2% | +18.7% | +18.0% |
| 3M | +4.4% | +5.0% | -0.5% | +2.3% |
| 6M | -9.0% | -2.8% | -6.2% | -8.5% |
| YTD | -18.6% | +8.6% | -27.2% | -21.8% |
| 1Y | -27.7% | +18.9% | -46.7% | -33.3% |
| 3Y | -16.9% | +32.1% | -49.0% | -28.0% |
| 5Y | -70.3% | -5.1% | -65.2% | -70.7% |
| 10Y | -74.9% | +84.2% | -159.1% | -80.3% |
| All | -74.9% | +85.1% | -160.1% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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