+126.6%
TER vs PSKY
-78.2%
+204.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.8% | -0.5% | -4.6% |
| 7D | -19.3% | -24.6% | +5.3% | -16.3% |
| 30D | -1.3% | -36.1% | +34.9% | +4.2% |
| 3M | -11.3% | -36.0% | +24.7% | -7.1% |
| 6M | -11.1% | -40.5% | +29.4% | -5.9% |
| YTD | +68.1% | -47.7% | +115.8% | +80.0% |
| 1Y | +133.8% | -58.4% | +192.1% | +159.1% |
| 3Y | +238.7% | -40.7% | +279.4% | +224.1% |
| All | +126.6% | -78.2% | +204.8% | +174.1% |
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 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