+203.6%
TGT vs PSKY
-74.6%
+278.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.2% |
| 7D | -5.2% | -2.4% | -2.8% | -4.9% |
| 30D | +1.2% | +11.6% | -10.4% | -0.4% |
| 3M | +18.4% | +1.5% | +16.9% | +17.9% |
| 6M | +33.4% | +7.7% | +25.7% | +31.4% |
| YTD | +63.8% | -20.1% | +83.9% | +66.8% |
| 1Y | +77.2% | -38.3% | +115.4% | +86.1% |
| 3Y | +41.8% | -17.7% | +59.5% | +36.3% |
| 5Y | -25.5% | -69.9% | +44.4% | -19.7% |
| All | +203.6% | -74.6% | +278.2% | +214.2% |
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