-38.9%
PSKY vs ITOT
+757.5%
-796.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -4.7% |
| 7D | -6.8% | -0.4% | -6.5% | -6.4% |
| 30D | +10.2% | -1.6% | +11.8% | +12.7% |
| 3M | +0.3% | +3.5% | -3.3% | -4.3% |
| 6M | -7.8% | +13.1% | -20.9% | -21.8% |
| YTD | -23.0% | +12.7% | -35.7% | -34.7% |
| 1Y | -31.6% | +18.3% | -50.0% | -45.6% |
| 3Y | -21.3% | +76.4% | -97.7% | -65.0% |
| 5Y | -71.5% | +73.8% | -145.2% | -86.9% |
| 10Y | -75.6% | +301.2% | -376.8% | -96.7% |
| All | -38.9% | +757.5% | -796.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling