+167.6%
SYK vs PSKY
-75.1%
+242.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.2% |
| 7D | -12.3% | -6.0% | -6.4% | -11.6% |
| 30D | -22.4% | +10.7% | -33.1% | -23.6% |
| 3M | -12.3% | +1.2% | -13.5% | -12.6% |
| 6M | -24.3% | +1.5% | -25.8% | -25.0% |
| YTD | -22.8% | -21.8% | -1.0% | -21.0% |
| 1Y | -28.8% | -30.2% | +1.4% | -26.6% |
| 3Y | -4.0% | -20.1% | +16.1% | -8.2% |
| 5Y | +3.8% | -70.5% | +74.4% | +16.1% |
| All | +167.6% | -75.1% | +242.7% | +121.2% |
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