+1,895.7%
TER vs PSKY
-76.1%
+1,971.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.1% |
| 7D | +12.4% | -6.8% | +19.2% | +13.7% |
| 30D | +5.1% | +10.2% | -5.1% | +3.1% |
| 3M | +4.0% | +0.3% | +3.7% | +3.3% |
| 6M | +29.5% | -7.8% | +37.3% | +30.2% |
| YTD | +98.5% | -23.0% | +121.4% | +104.4% |
| 1Y | +234.1% | -31.6% | +265.7% | +247.2% |
| 3Y | +289.0% | -21.3% | +310.4% | +267.2% |
| 5Y | +228.2% | -71.5% | +299.6% | +277.9% |
| 10Y | +1,895.7% | -75.6% | +1,971.3% | +1,830.4% |
| All | +1,895.7% | -76.1% | +1,971.8% | +1,830.4% |
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