+161.8%
WAT vs PSKY
-75.1%
+236.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -2.9% | -6.0% | +3.1% | -2.1% |
| 30D | -3.2% | +10.7% | -13.9% | -4.5% |
| 3M | +10.6% | +1.2% | +9.4% | +10.2% |
| 6M | +34.0% | +1.5% | +32.6% | +33.1% |
| YTD | +5.7% | -21.8% | +27.5% | +8.0% |
| 1Y | +37.1% | -30.2% | +67.2% | +41.0% |
| 3Y | +52.4% | -20.1% | +72.5% | +48.3% |
| 5Y | -4.4% | -70.5% | +66.1% | +2.9% |
| All | +161.8% | -75.1% | +236.9% | +140.3% |
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