+115.4%
TYL vs PSKY
-73.9%
+189.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +18.7% | +24.0% | -5.2% | +15.7% |
| 3M | +18.1% | +2.2% | +16.0% | +17.6% |
| 6M | -1.1% | -9.0% | +7.9% | -0.4% |
| YTD | -19.8% | -18.1% | -1.7% | -18.5% |
| 1Y | -34.3% | -25.1% | -9.2% | -32.9% |
| 3Y | -8.2% | -16.3% | +8.1% | -11.2% |
| 5Y | -25.4% | -70.4% | +44.9% | -20.0% |
| All | +115.4% | -73.9% | +189.3% | +126.1% |
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