+349.0%
TECK vs PSKY
-74.6%
+423.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -3.8% | -2.4% | -1.5% | -3.3% |
| 30D | +0.7% | +11.6% | -10.8% | -2.1% |
| 3M | +4.6% | +1.5% | +3.1% | +3.7% |
| 6M | +25.1% | +7.7% | +17.4% | +21.7% |
| YTD | +39.2% | -20.1% | +59.3% | +43.8% |
| 1Y | +60.3% | -38.3% | +98.6% | +75.0% |
| 3Y | +62.9% | -17.7% | +80.6% | +51.1% |
| 5Y | +181.5% | -69.9% | +251.4% | +235.4% |
| All | +349.0% | -74.6% | +423.6% | +278.4% |
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