+280.4%
SHW vs PSKY
-74.6%
+355.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -10.0% | +11.6% | -21.6% | -11.4% |
| 3M | +2.3% | +1.5% | +0.7% | +1.9% |
| 6M | +0.7% | +7.7% | -7.0% | -1.0% |
| YTD | +0.5% | -20.1% | +20.6% | +2.5% |
| 1Y | -11.5% | -38.3% | +26.8% | -6.9% |
| 3Y | +21.3% | -17.7% | +39.1% | +16.4% |
| 5Y | +12.5% | -69.9% | +82.4% | +23.3% |
| All | +280.4% | -74.6% | +355.0% | +215.0% |
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