+162.2%
W vs PSKY
-76.1%
+238.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +2.4% |
| 7D | +5.9% | -6.8% | +12.7% | +9.0% |
| 30D | -3.0% | +10.2% | -13.3% | -7.1% |
| 3M | +40.3% | +0.3% | +40.1% | +39.1% |
| 6M | +32.2% | -7.8% | +40.0% | +34.7% |
| YTD | -0.3% | -23.0% | +22.7% | +7.4% |
| 1Y | +16.2% | -31.6% | +47.8% | +27.6% |
| 3Y | +40.7% | -21.3% | +62.0% | +28.9% |
| 5Y | -62.3% | -71.5% | +9.1% | -45.9% |
| 10Y | +162.2% | -75.6% | +237.9% | +135.1% |
| All | +162.2% | -76.1% | +238.3% | +135.1% |
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