+40.1%
PYPL vs PSKY
-74.6%
+114.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.3% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | -9.0% | +11.6% | -20.6% | -11.2% |
| 3M | +30.6% | +1.5% | +29.1% | +29.9% |
| 6M | +18.6% | +7.7% | +10.9% | +16.0% |
| YTD | -7.2% | -20.1% | +12.9% | -3.9% |
| 1Y | -19.3% | -38.3% | +19.0% | -12.4% |
| 3Y | -12.3% | -17.7% | +5.4% | -16.5% |
| 5Y | -80.9% | -69.9% | -11.0% | -77.9% |
| All | +40.1% | -74.6% | +114.7% | +28.8% |
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