+293.4%
WMB vs PSKY
-85.2%
+378.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +3.6% |
| 7D | -1.9% | -24.6% | +22.7% | +1.1% |
| 30D | -0.9% | -36.1% | +35.2% | +4.1% |
| 3M | +21.5% | -54.8% | +76.3% | +28.8% |
| 6M | +21.5% | -54.8% | +76.3% | +28.8% |
| YTD | +21.5% | -54.8% | +76.3% | +28.8% |
| 1Y | +17.5% | -58.4% | +75.8% | +26.1% |
| 3Y | +123.2% | -40.7% | +163.9% | +110.1% |
| 5Y | +200.5% | -80.0% | +280.5% | +243.4% |
| All | +293.4% | -85.2% | +378.6% | +226.9% |
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