-85.4%
PSKY vs SPY
+311.8%
-397.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.8% |
| 7D | -24.6% | -2.0% | -22.6% | -22.9% |
| 30D | -36.1% | +0.6% | -36.7% | -36.4% |
| 3M | -54.8% | +12.9% | -67.7% | -62.7% |
| 6M | -54.8% | +12.9% | -67.7% | -62.7% |
| YTD | -54.8% | +12.9% | -67.7% | -62.7% |
| 1Y | -58.4% | +16.8% | -75.1% | -66.9% |
| 3Y | -40.7% | +81.5% | -122.2% | -72.2% |
| 5Y | -80.0% | +83.0% | -163.1% | -90.6% |
| All | -85.4% | +311.8% | -397.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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