+153.2%
SLV vs PSKY
-40.3%
+193.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.1% |
| 7D | -6.0% | -24.6% | +18.6% | -1.3% |
| 30D | -9.4% | -36.1% | +26.8% | -2.0% |
| 3M | -29.4% | -37.1% | +7.7% | -23.0% |
| 6M | -27.7% | -40.5% | +12.8% | -20.7% |
| YTD | -20.0% | -47.7% | +27.6% | -11.9% |
| 1Y | +4.8% | -58.4% | +63.1% | +17.3% |
| All | +153.2% | -40.3% | +193.5% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling