+48.3%
SRE vs PSKY
-71.2%
+119.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -0.7% | -6.0% | +5.3% | -0.3% |
| 30D | -1.7% | +10.7% | -12.4% | -2.5% |
| 3M | -7.1% | +1.2% | -8.2% | -7.3% |
| 6M | -8.4% | +1.5% | -9.9% | -8.8% |
| YTD | -3.5% | -21.8% | +18.3% | -2.3% |
| 1Y | +5.4% | -30.2% | +35.6% | +7.4% |
| 3Y | +29.5% | -20.1% | +49.6% | +27.3% |
| 5Y | +48.3% | -70.5% | +118.8% | +59.2% |
| All | +48.3% | -71.2% | +119.5% | +59.2% |
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 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