+79.7%
TLT vs PSKY
-42.2%
+122.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | +24.0% | -24.5% | +0.7% |
| 3M | -2.7% | +2.2% | -4.9% | -2.5% |
| 6M | -5.6% | -9.0% | +3.3% | -6.0% |
| YTD | -2.8% | -18.1% | +15.4% | -3.6% |
| 1Y | -1.4% | -25.1% | +23.7% | -2.5% |
| 3Y | -1.6% | -16.3% | +14.8% | -0.3% |
| 5Y | -33.8% | -70.4% | +36.5% | -37.5% |
| 10Y | -21.1% | -74.2% | +53.0% | -22.1% |
| All | +79.7% | -42.2% | +122.0% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling