-85.4%
PSKY vs SAN
+298.2%
-383.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | -24.6% | -1.4% | -23.2% | -24.1% |
| 30D | -36.1% | -9.8% | -26.4% | -33.5% |
| 3M | -54.8% | +22.1% | -76.9% | -61.6% |
| 6M | -54.8% | +22.1% | -76.9% | -61.6% |
| YTD | -54.8% | +22.1% | -76.9% | -61.6% |
| 1Y | -58.4% | +36.0% | -94.4% | -66.4% |
| 3Y | -40.7% | +290.3% | -331.0% | -72.2% |
| 5Y | -80.0% | +303.7% | -383.7% | -91.1% |
| All | -85.4% | +298.2% | -383.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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