+216.2%
TMUS vs PSKY
-85.2%
+301.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.8% |
| 7D | +7.1% | -24.6% | +31.6% | +9.5% |
| 30D | -13.0% | -36.1% | +23.1% | -9.5% |
| 3M | -15.7% | -36.0% | +20.3% | -12.7% |
| 6M | -18.4% | -40.5% | +22.2% | -15.0% |
| YTD | -20.4% | -47.7% | +27.3% | -16.5% |
| 1Y | -28.3% | -58.4% | +30.1% | -23.2% |
| 3Y | +16.8% | -40.7% | +57.5% | +15.9% |
| 5Y | +42.3% | -80.0% | +122.4% | +58.8% |
| All | +216.2% | -85.2% | +301.4% | +210.3% |
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