+64.4%
UL vs PSKY
-74.6%
+139.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -3.2% |
| 30D | +0.5% | +11.6% | -11.1% | -0.3% |
| 3M | +7.2% | +1.5% | +5.7% | +7.0% |
| 6M | -3.1% | +7.7% | -10.8% | -3.8% |
| YTD | -2.7% | -20.1% | +17.4% | -1.8% |
| 1Y | -10.2% | -38.3% | +28.0% | -8.1% |
| 3Y | +20.3% | -17.7% | +38.0% | +18.0% |
| 5Y | +19.9% | -69.9% | +89.8% | +25.9% |
| All | +64.4% | -74.6% | +139.0% | +43.8% |
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