+311.2%
SPY vs PSKY
-75.1%
+386.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -2.0% | -6.0% | +4.0% | -1.2% |
| 30D | -1.7% | +10.7% | -12.3% | -3.0% |
| 3M | +4.7% | +1.2% | +3.6% | +4.3% |
| 6M | +12.5% | +1.5% | +11.0% | +11.7% |
| YTD | +11.7% | -21.8% | +33.5% | +14.2% |
| 1Y | +17.5% | -30.2% | +47.6% | +21.0% |
| 3Y | +76.6% | -20.1% | +96.7% | +70.1% |
| 5Y | +82.0% | -70.5% | +152.5% | +100.9% |
| All | +311.2% | -75.1% | +386.4% | +288.6% |
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