+312.6%
SPY vs PSKY
-85.2%
+397.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.6% |
| 7D | -2.0% | -24.6% | +22.6% | +0.7% |
| 30D | +0.6% | -36.1% | +36.7% | +5.1% |
| 3M | +12.9% | -54.8% | +67.7% | +19.5% |
| 6M | +12.9% | -54.8% | +67.7% | +19.5% |
| YTD | +12.9% | -54.8% | +67.7% | +19.5% |
| 1Y | +16.8% | -58.4% | +75.1% | +24.9% |
| 3Y | +81.5% | -40.7% | +122.2% | +74.8% |
| 5Y | +83.0% | -80.0% | +163.1% | +105.1% |
| All | +312.6% | -85.2% | +397.8% | +299.7% |
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