+219.1%
TER vs PSKY
-70.7%
+289.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +11.0% | +2.4% | +8.6% | +10.5% |
| 30D | -1.9% | +17.5% | -19.4% | -4.3% |
| 3M | -0.7% | +4.4% | -5.1% | -1.7% |
| 6M | +36.4% | -9.0% | +45.4% | +37.3% |
| YTD | +92.4% | -18.6% | +111.0% | +96.2% |
| 1Y | +213.5% | -27.7% | +241.2% | +221.9% |
| 3Y | +277.2% | -16.9% | +294.1% | +253.5% |
| 5Y | +219.1% | -70.3% | +289.4% | +279.8% |
| All | +219.1% | -70.7% | +289.8% | +279.8% |
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