-20.8%
TLT vs PSKY
-75.1%
+54.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.1% |
| 7D | -1.6% | -6.0% | +4.4% | -1.7% |
| 30D | -1.3% | +10.7% | -12.0% | -1.1% |
| 3M | -3.7% | +1.2% | -4.9% | -3.7% |
| 6M | -6.4% | +1.5% | -7.8% | -6.3% |
| YTD | -4.5% | -21.8% | +17.3% | -4.8% |
| 1Y | -5.9% | -30.2% | +24.3% | -6.4% |
| 3Y | -2.8% | -20.1% | +17.3% | -2.4% |
| 5Y | -35.1% | -70.5% | +35.4% | -37.7% |
| All | -20.8% | -75.1% | +54.3% | -20.9% |
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