-9.7%
STZ vs PSKY
-74.2%
+64.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -1.9% | +24.0% | -25.9% | -4.7% |
| 3M | -6.2% | +2.2% | -8.4% | -6.7% |
| 6M | -14.0% | -9.0% | -5.0% | -13.5% |
| YTD | -5.1% | -18.1% | +13.0% | -3.6% |
| 1Y | -9.6% | -25.1% | +15.5% | -7.7% |
| 3Y | -47.2% | -16.3% | -30.9% | -49.4% |
| 5Y | -33.6% | -70.4% | +36.8% | -26.7% |
| All | -9.7% | -74.2% | +64.5% | -28.9% |
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