+1,842.6%
UMC vs PSKY
-74.6%
+1,917.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.1% |
| 7D | +9.0% | -2.4% | +11.4% | +9.3% |
| 30D | +17.2% | +11.6% | +5.7% | +15.3% |
| 3M | +11.4% | +1.5% | +9.9% | +10.8% |
| 6M | +137.5% | +7.7% | +129.8% | +134.1% |
| YTD | +193.1% | -20.1% | +213.2% | +199.1% |
| 1Y | +240.3% | -38.3% | +278.6% | +257.9% |
| 3Y | +262.2% | -17.7% | +279.9% | +248.0% |
| 5Y | +143.1% | -69.9% | +213.0% | +164.9% |
| All | +1,842.6% | -74.6% | +1,917.2% | +1,942.0% |
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