+311.2%
TPR vs PSKY
-74.5%
+385.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.6% |
| 7D | -3.4% | +2.4% | -5.7% | -4.1% |
| 30D | -27.3% | +17.5% | -44.8% | -31.1% |
| 3M | -16.2% | +4.4% | -20.7% | -17.9% |
| 6M | -17.9% | -9.0% | -8.9% | -17.0% |
| YTD | -7.1% | -18.6% | +11.5% | -4.2% |
| 1Y | +13.6% | -27.7% | +41.3% | +19.1% |
| 3Y | +293.7% | -16.9% | +310.6% | +249.7% |
| 5Y | +239.1% | -70.3% | +309.4% | +329.2% |
| 10Y | +311.2% | -74.9% | +386.1% | +215.7% |
| All | +311.2% | -74.5% | +385.7% | +215.7% |
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