+378.1%
PSX vs PSKY
-74.6%
+452.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | +1.7% | -2.4% | +4.1% | +2.1% |
| 30D | +15.6% | +11.6% | +4.1% | +13.1% |
| 3M | +46.5% | +1.5% | +44.9% | +45.5% |
| 6M | +55.0% | +7.7% | +47.3% | +51.2% |
| YTD | +105.3% | -20.1% | +125.4% | +110.6% |
| 1Y | +101.6% | -38.3% | +139.9% | +116.0% |
| 3Y | +134.1% | -17.7% | +151.9% | +120.5% |
| 5Y | +368.7% | -69.9% | +438.6% | +437.8% |
| All | +378.1% | -74.6% | +452.7% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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