+108.7%
USB vs PSKY
-74.2%
+182.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -1.3% | +24.0% | -25.3% | -6.0% |
| 3M | +15.2% | +2.2% | +13.1% | +14.2% |
| 6M | +18.8% | -9.0% | +27.8% | +20.1% |
| YTD | +21.0% | -18.1% | +39.2% | +24.0% |
| 1Y | +34.0% | -25.1% | +59.1% | +38.1% |
| 3Y | +95.3% | -16.3% | +111.7% | +81.6% |
| 5Y | +40.4% | -70.4% | +110.7% | +65.5% |
| All | +108.7% | -74.2% | +182.9% | +81.6% |
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