-58.5%
PSKY vs ES
+630.8%
-689.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.6% |
| 7D | -24.6% | +1.7% | -26.3% | -25.5% |
| 30D | -36.1% | -1.0% | -35.1% | -35.9% |
| 3M | -53.4% | -4.1% | -49.3% | -54.2% |
| 6M | -53.4% | -4.1% | -49.3% | -54.2% |
| YTD | -53.4% | -4.1% | -49.3% | -54.2% |
| 1Y | -58.4% | -2.0% | -56.4% | -59.6% |
| 3Y | -40.7% | +36.6% | -77.3% | -54.8% |
| 5Y | -80.0% | -5.1% | -74.9% | -81.1% |
| 10Y | -84.4% | +78.8% | -163.2% | -92.1% |
| All | -58.5% | +630.8% | -689.3% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling