+13.6%
A vs PSKY
-78.1%
+91.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -0.9% |
| 7D | +1.4% | -24.6% | +26.0% | +4.1% |
| 30D | +18.0% | -36.1% | +54.1% | +23.1% |
| 3M | +15.0% | -54.8% | +69.8% | +22.6% |
| 6M | +15.0% | -54.8% | +69.8% | +22.6% |
| YTD | +15.0% | -54.8% | +69.8% | +22.6% |
| 1Y | +23.5% | -58.4% | +81.9% | +32.9% |
| 3Y | +58.6% | -40.7% | +99.3% | +55.7% |
| All | +13.6% | -78.1% | +91.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling