-53.1%
TE vs PSKY
-69.4%
+16.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -5.9% | +11.6% | -17.5% | -8.0% |
| 3M | -45.6% | +1.5% | -47.1% | -45.8% |
| 6M | -43.4% | +7.7% | -51.1% | -44.4% |
| YTD | -31.0% | -20.1% | -10.9% | -29.3% |
| 1Y | +145.2% | -38.3% | +183.5% | +163.2% |
| 3Y | -24.1% | -17.7% | -6.3% | -26.4% |
| 5Y | -48.1% | -69.9% | +21.7% | -44.5% |
| All | -53.1% | -69.4% | +16.3% | -51.4% |
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