+29.8%
SNOW vs PSKY
-60.9%
+90.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -7.5% | -6.0% | -1.5% | -6.5% |
| 30D | -1.3% | +10.7% | -12.0% | -3.1% |
| 3M | +37.4% | +1.2% | +36.3% | +36.8% |
| 6M | +88.1% | +1.5% | +86.6% | +87.1% |
| YTD | +50.3% | -21.8% | +72.1% | +55.0% |
| 1Y | +46.0% | -30.2% | +76.2% | +51.8% |
| 3Y | +98.7% | -20.1% | +118.8% | +91.4% |
| 5Y | +3.5% | -70.5% | +74.0% | +8.4% |
| All | +29.8% | -60.9% | +90.8% | +15.5% |
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