+31.8%
A vs PSKY
-12.8%
+44.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -2.1% | +2.4% | -4.4% | -2.2% |
| 30D | +0.6% | +17.5% | -16.9% | -0.7% |
| 3M | +10.9% | +4.4% | +6.4% | +10.4% |
| 6M | +28.2% | -9.0% | +37.2% | +28.7% |
| YTD | +8.6% | -18.6% | +27.2% | +9.8% |
| 1Y | +15.5% | -27.7% | +43.3% | +17.4% |
| 3Y | +31.8% | -16.9% | +48.7% | +26.8% |
| All | +31.8% | -12.8% | +44.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling