-75.1%
PSKY vs INDA
+84.7%
-159.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.6% |
| 7D | -2.4% | -2.7% | +0.3% | -0.8% |
| 30D | +11.6% | -2.8% | +14.3% | +13.4% |
| 3M | +1.5% | +1.6% | -0.1% | +0.5% |
| 6M | +7.7% | -1.4% | +9.1% | +8.2% |
| YTD | -20.1% | -10.1% | -10.0% | -15.3% |
| 1Y | -38.3% | -8.8% | -29.5% | -35.2% |
| 3Y | -17.7% | +7.6% | -25.4% | -22.2% |
| 5Y | -69.9% | +5.8% | -75.7% | -71.3% |
| All | -75.1% | +84.7% | -159.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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