+374.9%
V vs PSKY
-75.1%
+450.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -3.0% | -6.0% | +2.9% | -2.2% |
| 30D | +1.2% | +10.7% | -9.5% | -0.2% |
| 3M | +13.9% | +1.2% | +12.8% | +13.5% |
| 6M | +17.2% | +1.5% | +15.8% | +16.4% |
| YTD | +5.3% | -21.8% | +27.1% | +7.8% |
| 1Y | +9.5% | -30.2% | +39.6% | +12.8% |
| 3Y | +51.9% | -20.1% | +72.0% | +45.9% |
| 5Y | +69.6% | -70.5% | +140.1% | +88.6% |
| All | +374.9% | -75.1% | +450.1% | +312.8% |
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