-2.6%
SLB vs PSKY
-76.1%
+73.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.1% |
| 7D | -1.9% | -6.8% | +5.0% | -0.3% |
| 30D | +7.8% | +10.2% | -2.5% | +5.3% |
| 3M | +2.7% | +0.3% | +2.4% | +2.2% |
| 6M | +22.2% | -7.8% | +29.9% | +23.0% |
| YTD | +51.1% | -23.0% | +74.1% | +57.2% |
| 1Y | +63.3% | -31.6% | +95.0% | +72.3% |
| 3Y | +2.4% | -21.3% | +23.7% | -3.8% |
| 5Y | +139.3% | -71.5% | +210.8% | +187.0% |
| 10Y | -2.6% | -75.6% | +73.0% | -22.1% |
| All | -2.6% | -76.1% | +73.5% | -22.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling