+182.6%
SLV vs PSKY
-12.8%
+195.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +3.3% | +17.5% | -14.3% | +1.5% |
| 3M | -3.6% | +4.4% | -8.0% | -4.1% |
| 6M | -21.8% | -9.0% | -12.8% | -21.4% |
| YTD | -7.8% | -18.6% | +10.8% | -6.8% |
| 1Y | +58.3% | -27.7% | +86.0% | +60.7% |
| 3Y | +182.6% | -16.9% | +199.4% | +174.4% |
| All | +182.6% | -12.8% | +195.4% | +174.4% |
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