-70.3%
PSKY vs STLA
-62.5%
-7.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | +2.4% | +0.7% | +1.6% | +2.1% |
| 30D | +17.5% | -2.4% | +19.9% | +18.1% |
| 3M | +4.4% | -23.9% | +28.3% | +13.1% |
| 6M | -9.0% | -24.6% | +15.6% | -1.7% |
| YTD | -18.6% | -50.5% | +31.9% | -0.7% |
| 1Y | -27.7% | -39.8% | +12.1% | -19.0% |
| 3Y | -16.9% | -65.6% | +48.8% | +9.9% |
| 5Y | -70.3% | -62.1% | -8.2% | -65.5% |
| All | -70.3% | -62.5% | -7.8% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling