-75.6%
PSKY vs M
-7.1%
-68.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -4.1% |
| 7D | -6.8% | -4.1% | -2.8% | -5.7% |
| 30D | +10.2% | -13.6% | +23.9% | +15.1% |
| 3M | +0.3% | -2.3% | +2.6% | +0.3% |
| 6M | -7.8% | +21.9% | -29.7% | -14.1% |
| YTD | -23.0% | -0.6% | -22.4% | -24.3% |
| 1Y | -31.6% | +29.7% | -61.4% | -38.6% |
| 3Y | -21.3% | +107.3% | -128.6% | -43.8% |
| 5Y | -71.5% | +20.5% | -91.9% | -77.4% |
| 10Y | -75.6% | -6.1% | -69.6% | -86.1% |
| All | -75.6% | -7.1% | -68.5% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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