-75.1%
PSKY vs MTB
+173.8%
-249.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +11.6% | -4.8% | +16.4% | +14.4% |
| 3M | +1.5% | +6.0% | -4.4% | -1.7% |
| 6M | +7.7% | +19.6% | -11.9% | -2.5% |
| YTD | -20.1% | +21.5% | -41.6% | -28.8% |
| 1Y | -38.3% | +24.7% | -63.0% | -45.9% |
| 3Y | -17.7% | +108.6% | -126.3% | -47.1% |
| 5Y | -69.9% | +106.7% | -176.6% | -81.1% |
| All | -75.1% | +173.8% | -249.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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