+3.7%
SWK vs PSKY
-85.1%
+88.8%
-58.0%
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% | +1.6% |
| 7D | +4.4% | -24.6% | +29.0% | +14.6% |
| 30D | +4.0% | -36.1% | +40.2% | +21.6% |
| 3M | -39.5% | -78.6% | +39.1% | -6.6% |
| 6M | -39.5% | -78.6% | +39.1% | -6.6% |
| YTD | -39.5% | -78.6% | +39.1% | -6.6% |
| 1Y | -39.5% | -78.6% | +39.1% | -6.6% |
| 3Y | -39.5% | -78.6% | +39.1% | -6.6% |
| 5Y | -38.8% | -80.0% | +41.2% | -3.2% |
| All | +3.7% | -85.1% | +88.8% | +8.7% |
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