+734.2%
WDC vs PSKY
-85.2%
+819.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.0% | -7.3% |
| 7D | -16.4% | -24.6% | +8.1% | -18.6% |
| 30D | -22.2% | -36.1% | +13.9% | -25.5% |
| 3M | +100.2% | -54.8% | +155.0% | +95.5% |
| 6M | +100.2% | -54.8% | +155.0% | +95.5% |
| YTD | +100.2% | -54.8% | +155.0% | +95.5% |
| 1Y | +164.2% | -58.4% | +222.5% | +162.8% |
| 3Y | +864.8% | -40.7% | +905.5% | +679.2% |
| 5Y | +696.6% | -80.0% | +776.6% | +772.3% |
| All | +734.2% | -85.2% | +819.3% | +600.2% |
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