-48.5%
TE vs PSKY
-71.2%
+22.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -7.2% |
| 7D | +0.9% | -6.0% | +6.9% | +2.6% |
| 30D | -16.3% | +10.7% | -26.9% | -18.8% |
| 3M | -40.8% | +1.2% | -41.9% | -41.1% |
| 6M | -42.6% | +1.5% | -44.1% | -43.2% |
| YTD | -31.4% | -21.8% | -9.7% | -28.6% |
| 1Y | +144.9% | -30.2% | +175.1% | +159.3% |
| 3Y | -26.0% | -20.1% | -5.9% | -30.4% |
| 5Y | -48.5% | -70.5% | +22.0% | -34.0% |
| All | -48.5% | -71.2% | +22.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling