+660.0%
SNPS vs PSKY
-85.2%
+745.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.3% |
| 7D | -10.9% | -24.6% | +13.7% | -8.1% |
| 30D | +19.2% | -36.1% | +55.3% | +25.0% |
| 3M | +14.0% | -54.8% | +68.8% | +22.2% |
| 6M | +14.0% | -54.8% | +68.8% | +22.2% |
| YTD | +14.0% | -54.8% | +68.8% | +22.2% |
| 1Y | +3.3% | -58.4% | +61.6% | +11.9% |
| 3Y | -7.6% | -40.7% | +33.1% | -9.0% |
| 5Y | +48.4% | -80.0% | +128.5% | +67.5% |
| All | +660.0% | -85.2% | +745.2% | +625.8% |
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