-75.1%
PSKY vs ITOT
+303.4%
-378.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.2% |
| 7D | -2.4% | -0.9% | -1.5% | -1.4% |
| 30D | +11.6% | -1.5% | +13.0% | +13.4% |
| 3M | +1.5% | +3.6% | -2.0% | -2.2% |
| 6M | +7.7% | +13.7% | -6.0% | -6.3% |
| YTD | -20.1% | +12.9% | -33.0% | -30.2% |
| 1Y | -38.3% | +17.2% | -55.5% | -48.2% |
| 3Y | -17.7% | +75.6% | -93.4% | -57.7% |
| 5Y | -69.9% | +75.5% | -145.4% | -84.3% |
| All | -75.1% | +303.4% | -378.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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