+163.9%
SW vs PSKY
-85.1%
+249.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.1% |
| 7D | -0.3% | -24.6% | +24.2% | +0.3% |
| 30D | -5.9% | -36.1% | +30.2% | -4.9% |
| 3M | +16.7% | -52.6% | +69.3% | +18.1% |
| 6M | +16.7% | -52.6% | +69.3% | +18.1% |
| YTD | +16.7% | -52.6% | +69.3% | +18.1% |
| 1Y | +2.6% | -58.4% | +60.9% | +5.2% |
| 3Y | +37.7% | -40.7% | +78.3% | +32.8% |
| 5Y | -10.6% | -80.0% | +69.5% | -6.9% |
| All | +163.9% | -85.1% | +249.0% | +147.5% |
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