+0.4%
PSKY vs INIO
-40.3%
+40.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.2% | +1.7% |
| 7D | -6.0% | -3.4% | -2.6% | -5.9% |
| 30D | +10.7% | -28.6% | +39.3% | +10.6% |
| 3M | +1.2% | -37.6% | +38.8% | +0.2% |
| All | +0.4% | -40.3% | +40.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling