-74.9%
PSKY vs FIVE
+475.1%
-550.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +2.4% | +3.7% | -1.3% | +1.3% |
| 30D | +17.5% | +4.0% | +13.5% | +16.0% |
| 3M | +4.4% | +36.2% | -31.8% | -4.4% |
| 6M | -9.0% | +18.0% | -27.0% | -14.5% |
| YTD | -18.6% | +34.9% | -53.5% | -26.4% |
| 1Y | -27.7% | +67.9% | -95.6% | -39.1% |
| 3Y | -16.9% | +57.3% | -74.2% | -33.1% |
| 5Y | -70.3% | +39.5% | -109.8% | -76.0% |
| 10Y | -74.9% | +496.4% | -571.4% | -85.6% |
| All | -74.9% | +475.1% | -550.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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