+11.4%
WBD vs PSKY
-74.6%
+85.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.7% |
| 7D | -0.7% | -2.4% | +1.7% | +0.5% |
| 30D | +1.4% | +11.6% | -10.2% | -4.9% |
| 3M | +4.4% | +1.5% | +2.9% | +2.3% |
| 6M | +0.8% | +7.7% | -6.9% | -6.3% |
| YTD | -2.7% | -20.1% | +17.4% | +3.3% |
| 1Y | +73.4% | -38.3% | +111.7% | +108.8% |
| 3Y | +142.1% | -17.7% | +159.9% | +120.9% |
| 5Y | +7.2% | -69.9% | +77.1% | +73.6% |
| All | +11.4% | -74.6% | +85.9% | +106.3% |
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