-75.1%
PSKY vs WY
+7.6%
-82.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -2.4% | -4.2% | +1.8% | -0.1% |
| 30D | +11.6% | -10.1% | +21.7% | +18.1% |
| 3M | +1.5% | -8.5% | +10.0% | +5.7% |
| 6M | +7.7% | -3.3% | +11.0% | +7.6% |
| YTD | -20.1% | -4.4% | -15.7% | -20.2% |
| 1Y | -38.3% | -11.5% | -26.8% | -35.9% |
| 3Y | -17.7% | -24.3% | +6.6% | -7.7% |
| 5Y | -69.9% | -21.3% | -48.6% | -66.9% |
| All | -75.1% | +7.6% | -82.7% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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