+212.8%
SLV vs PSKY
-84.9%
+297.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.5% |
| 7D | -6.0% | -24.6% | +18.6% | -4.5% |
| 30D | -9.4% | -36.1% | +26.8% | -7.2% |
| 3M | +12.5% | -53.8% | +66.3% | +15.6% |
| 6M | +12.5% | -53.8% | +66.3% | +15.6% |
| YTD | +12.5% | -53.8% | +66.3% | +15.6% |
| 1Y | +4.8% | -58.4% | +63.1% | +8.6% |
| 3Y | +149.1% | -40.7% | +189.8% | +145.0% |
| 5Y | +138.7% | -80.0% | +218.7% | +150.0% |
| All | +212.8% | -84.9% | +297.7% | +181.2% |
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