+81.7%
SPY vs PSKY
-71.8%
+153.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.1% |
| 7D | -0.4% | -6.8% | +6.5% | +0.3% |
| 30D | -1.4% | +10.2% | -11.6% | -2.3% |
| 3M | +3.7% | +0.3% | +3.4% | +3.5% |
| 6M | +13.0% | -7.8% | +20.8% | +13.4% |
| YTD | +12.4% | -23.0% | +35.4% | +14.5% |
| 1Y | +18.5% | -31.6% | +50.2% | +21.5% |
| 3Y | +77.6% | -21.3% | +99.0% | +72.9% |
| 5Y | +81.7% | -71.5% | +153.1% | +105.3% |
| All | +81.7% | -71.8% | +153.5% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling