-35.1%
PSKY vs ES
+667.7%
-702.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +24.0% | -2.0% | +25.9% | +25.3% |
| 3M | +2.2% | +1.7% | +0.5% | +0.7% |
| 6M | -9.0% | -3.5% | -5.4% | -8.0% |
| YTD | -18.1% | +7.9% | -26.1% | -23.0% |
| 1Y | -25.1% | +17.2% | -42.3% | -33.3% |
| 3Y | -16.3% | +29.3% | -45.6% | -32.6% |
| 5Y | -70.4% | -5.7% | -64.6% | -71.3% |
| 10Y | -74.2% | +85.2% | -159.4% | -86.9% |
| All | -35.1% | +667.7% | -702.8% | -89.3% |
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 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