+28.1%
SWKS vs PSKY
-85.1%
+113.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.9% |
| 7D | +4.4% | -24.6% | +29.0% | +10.3% |
| 30D | +0.6% | -36.1% | +36.7% | +10.1% |
| 3M | +12.0% | -53.4% | +65.4% | +28.4% |
| 6M | +12.0% | -53.4% | +65.4% | +28.4% |
| YTD | +12.0% | -53.4% | +65.4% | +28.4% |
| 1Y | +10.5% | -58.4% | +68.8% | +29.9% |
| 3Y | -8.3% | -40.7% | +32.3% | -8.0% |
| 5Y | -42.8% | -80.0% | +37.2% | -28.1% |
| All | +28.1% | -85.1% | +113.2% | +30.8% |
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