+317.8%
TMUS vs PSKY
-76.1%
+393.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.9% |
| 7D | -5.3% | -6.8% | +1.5% | -4.7% |
| 30D | +0.1% | +10.2% | -10.2% | -0.8% |
| 3M | -0.6% | +0.3% | -0.9% | -0.7% |
| 6M | -17.5% | -7.8% | -9.8% | -17.2% |
| YTD | -11.3% | -23.0% | +11.7% | -9.7% |
| 1Y | -25.4% | -31.6% | +6.3% | -23.6% |
| 3Y | +35.5% | -21.3% | +56.8% | +32.2% |
| 5Y | +41.9% | -71.5% | +113.4% | +54.2% |
| 10Y | +317.8% | -75.6% | +393.5% | +310.8% |
| All | +317.8% | -76.1% | +393.9% | +310.8% |
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 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