+66.9%
T vs PSKY
-75.1%
+142.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -2.4% | -6.0% | +3.5% | -1.6% |
| 30D | +4.3% | +10.7% | -6.4% | +2.8% |
| 3M | +11.6% | +1.2% | +10.4% | +11.1% |
| 6M | -5.6% | +1.5% | -7.1% | -6.3% |
| YTD | +6.6% | -21.8% | +28.3% | +9.0% |
| 1Y | -8.4% | -30.2% | +21.8% | -5.5% |
| 3Y | +107.8% | -20.1% | +127.9% | +100.1% |
| 5Y | +68.3% | -70.5% | +138.8% | +86.4% |
| All | +66.9% | -75.1% | +142.0% | +73.3% |
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