+1,339.2%
TER vs PSKY
-84.9%
+1,424.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.8% | -0.5% | -5.1% |
| 7D | -19.3% | -24.6% | +5.3% | -18.4% |
| 30D | -1.3% | -36.1% | +34.9% | +0.4% |
| 3M | +76.9% | -53.8% | +130.7% | +79.1% |
| 6M | +76.9% | -53.8% | +130.7% | +79.1% |
| YTD | +76.9% | -53.8% | +130.7% | +79.1% |
| 1Y | +133.8% | -58.4% | +192.1% | +141.6% |
| 3Y | +238.7% | -40.7% | +279.4% | +200.9% |
| 5Y | +190.8% | -80.0% | +270.8% | +221.1% |
| All | +1,339.2% | -84.9% | +1,424.1% | +1,211.1% |
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