-74.4%
PSKY vs TW
+206.7%
-281.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | +11.6% | -2.3% | +13.8% | +12.2% |
| 3M | +1.5% | +2.6% | -1.1% | +0.3% |
| 6M | +7.7% | -17.5% | +25.3% | +13.1% |
| YTD | -20.1% | -5.3% | -14.8% | -19.8% |
| 1Y | -38.3% | -14.8% | -23.5% | -36.1% |
| 3Y | -17.7% | +18.8% | -36.6% | -27.0% |
| 5Y | -69.9% | +20.7% | -90.6% | -74.3% |
| All | -74.4% | +206.7% | -281.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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