+63.7%
SPG vs PSKY
-76.1%
+139.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +2.9% | -1.0% |
| 7D | -1.7% | -6.8% | +5.2% | +0.1% |
| 30D | -6.3% | +10.2% | -16.5% | -8.7% |
| 3M | -2.4% | +0.3% | -2.7% | -3.0% |
| 6M | +9.6% | -7.8% | +17.4% | +10.4% |
| YTD | +14.2% | -23.0% | +37.2% | +19.4% |
| 1Y | +19.3% | -31.6% | +50.9% | +26.7% |
| 3Y | +106.7% | -21.3% | +128.0% | +90.9% |
| 5Y | +104.2% | -71.5% | +175.7% | +151.0% |
| 10Y | +63.7% | -75.6% | +139.3% | +24.2% |
| All | +63.7% | -76.1% | +139.8% | +24.2% |
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