+210.0%
SHEL vs PSKY
-74.6%
+284.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.5% |
| 30D | +8.4% | +11.6% | -3.2% | +6.2% |
| 3M | +13.7% | +1.5% | +12.2% | +13.0% |
| 6M | +12.7% | +7.7% | +5.0% | +10.3% |
| YTD | +35.3% | -20.1% | +55.4% | +38.6% |
| 1Y | +39.4% | -38.3% | +77.6% | +48.3% |
| 3Y | +71.5% | -17.7% | +89.2% | +62.0% |
| 5Y | +195.0% | -69.9% | +264.9% | +234.7% |
| All | +210.0% | -74.6% | +284.6% | +130.0% |
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