+553.4%
SE vs PSKY
-77.8%
+631.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.8% |
| 7D | -5.2% | -2.4% | -2.8% | -4.7% |
| 30D | -17.1% | +11.6% | -28.7% | -19.2% |
| 3M | +24.0% | +1.5% | +22.4% | +23.2% |
| 6M | +21.0% | +7.7% | +13.3% | +18.3% |
| YTD | -16.7% | -20.1% | +3.4% | -13.5% |
| 1Y | -45.9% | -38.3% | -7.6% | -41.2% |
| 3Y | +177.8% | -17.7% | +195.6% | +159.5% |
| 5Y | -67.4% | -69.9% | +2.5% | -61.9% |
| All | +553.4% | -77.8% | +631.2% | +596.9% |
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