+2,393.1%
PWR vs PSKY
-75.1%
+2,468.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -0.2% | -6.0% | +5.8% | +0.7% |
| 30D | -7.7% | +10.7% | -18.4% | -9.3% |
| 3M | -4.9% | +1.2% | -6.1% | -5.4% |
| 6M | +9.7% | +1.5% | +8.2% | +8.6% |
| YTD | +46.7% | -21.8% | +68.5% | +50.3% |
| 1Y | +58.7% | -30.2% | +88.9% | +64.2% |
| 3Y | +200.7% | -20.1% | +220.8% | +185.4% |
| 5Y | +438.6% | -70.5% | +509.1% | +511.7% |
| All | +2,393.1% | -75.1% | +2,468.2% | +2,096.9% |
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