-85.4%
PSKY vs STLA
+9.7%
-95.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -24.6% | -2.5% | -22.1% | -23.3% |
| 30D | -36.1% | -16.9% | -19.2% | -30.2% |
| 3M | -54.8% | -59.2% | +4.4% | -27.2% |
| 6M | -54.8% | -59.2% | +4.4% | -27.2% |
| YTD | -54.8% | -59.2% | +4.4% | -27.2% |
| 1Y | -58.4% | -57.3% | -1.1% | -34.3% |
| 3Y | -40.7% | -74.4% | +33.7% | +8.4% |
| 5Y | -80.0% | -70.0% | -10.0% | -66.9% |
| All | -85.4% | +9.7% | -95.1% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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