+1.4%
SWK vs PSKY
-84.8%
+86.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.8% |
| 7D | +4.4% | -24.6% | +29.0% | +10.5% |
| 30D | +4.0% | -36.1% | +40.2% | +14.3% |
| 3M | +16.3% | -37.1% | +53.4% | +24.1% |
| 6M | +37.7% | -40.5% | +78.2% | +48.8% |
| YTD | +28.3% | -47.7% | +76.0% | +41.3% |
| 1Y | +42.0% | -58.4% | +100.4% | +65.5% |
| 3Y | +26.7% | -40.7% | +67.4% | +20.2% |
| 5Y | -38.8% | -80.0% | +41.2% | -21.5% |
| All | +1.4% | -84.8% | +86.2% | -16.2% |
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 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