+1,132.0%
SPYG vs PSKY
-42.6%
+1,174.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | -1.6% | +17.5% | -19.1% | -4.9% |
| 3M | +3.4% | +4.4% | -1.1% | +2.1% |
| 6M | +18.9% | -9.0% | +27.9% | +20.2% |
| YTD | +13.8% | -18.6% | +32.4% | +16.7% |
| 1Y | +20.6% | -27.7% | +48.3% | +25.1% |
| 3Y | +100.5% | -16.9% | +117.4% | +86.4% |
| 5Y | +84.6% | -70.3% | +154.9% | +109.3% |
| 10Y | +410.8% | -74.9% | +485.8% | +418.9% |
| All | +1,132.0% | -42.6% | +1,174.6% | +740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling