-38.4%
U vs PSKY
-60.6%
+22.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | 0.0% | -6.0% | +6.0% | +2.0% |
| 30D | -4.1% | +10.7% | -14.8% | -7.5% |
| 3M | +57.8% | +1.2% | +56.6% | +56.5% |
| 6M | +103.5% | +1.5% | +102.0% | +101.0% |
| YTD | -4.8% | -21.8% | +17.0% | +0.6% |
| 1Y | -2.4% | -30.2% | +27.8% | +4.9% |
| 3Y | +11.7% | -20.1% | +31.7% | +3.2% |
| 5Y | -68.9% | -70.5% | +1.7% | -61.9% |
| All | -38.4% | -60.6% | +22.1% | -30.7% |
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