+71.7%
T vs PSKY
-85.2%
+156.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | -1.0% |
| 7D | +5.7% | -24.6% | +30.2% | +1.5% |
| 30D | -10.6% | -36.1% | +25.6% | -16.5% |
| 3M | +65.9% | -77.9% | +143.8% | +50.2% |
| 6M | +65.9% | -77.9% | +143.8% | +50.2% |
| YTD | +65.9% | -77.9% | +143.8% | +50.2% |
| 1Y | +65.9% | -77.9% | +143.8% | +50.2% |
| 3Y | +65.9% | -77.9% | +143.8% | +50.2% |
| 5Y | +61.0% | -80.0% | +141.0% | +48.7% |
| All | +71.7% | -85.2% | +156.9% | +45.9% |
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