-75.1%
PSKY vs MKC
+29.9%
-105.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | +11.6% | -3.1% | +14.7% | +12.9% |
| 3M | +1.5% | +5.2% | -3.7% | -0.7% |
| 6M | +7.7% | -12.8% | +20.5% | +12.8% |
| YTD | -20.1% | -23.3% | +3.2% | -12.2% |
| 1Y | -38.3% | -24.1% | -14.2% | -32.0% |
| 3Y | -17.7% | -32.1% | +14.4% | -6.6% |
| 5Y | -69.9% | -32.8% | -37.1% | -66.4% |
| All | -75.1% | +29.9% | -105.0% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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