+89.4%
USB vs PSKY
-85.1%
+174.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.2% | +2.7% |
| 7D | +2.9% | -24.6% | +27.5% | +4.7% |
| 30D | -5.4% | -36.1% | +30.7% | -2.6% |
| 3M | +20.6% | -78.6% | +99.2% | +26.3% |
| 6M | +20.6% | -78.6% | +99.2% | +26.3% |
| YTD | +20.6% | -78.6% | +99.2% | +26.3% |
| 1Y | +20.6% | -78.6% | +99.2% | +26.3% |
| 3Y | +20.6% | -78.6% | +99.2% | +26.3% |
| 5Y | +21.5% | -80.0% | +101.5% | +30.0% |
| All | +89.4% | -85.1% | +174.5% | +57.2% |
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