+318.3%
SHW vs PSKY
-85.2%
+403.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.1% |
| 7D | +5.0% | -24.6% | +29.5% | +8.2% |
| 30D | +3.3% | -36.1% | +39.4% | +8.6% |
| 3M | -1.8% | -54.8% | +53.0% | +5.0% |
| 6M | -1.8% | -54.8% | +53.0% | +5.0% |
| YTD | -1.8% | -54.8% | +53.0% | +5.0% |
| 1Y | +2.1% | -58.4% | +60.4% | +10.3% |
| 3Y | +36.4% | -40.7% | +77.1% | +32.6% |
| 5Y | +18.3% | -80.0% | +98.4% | +33.3% |
| All | +318.3% | -85.2% | +403.5% | +264.1% |
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