+731.5%
A vs PSKY
-63.1%
+794.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -0.2% |
| 7D | +1.4% | -24.6% | +26.0% | +8.2% |
| 30D | +18.0% | -36.1% | +54.1% | +30.9% |
| 3M | +12.9% | -78.2% | +91.1% | +40.6% |
| 6M | +12.9% | -78.2% | +91.1% | +40.6% |
| YTD | +12.9% | -78.2% | +91.1% | +40.6% |
| 1Y | +12.9% | -78.2% | +91.1% | +40.6% |
| 3Y | +12.9% | -78.2% | +91.1% | +40.6% |
| 5Y | +17.0% | -80.0% | +97.0% | +49.6% |
| 10Y | +314.6% | -84.4% | +399.0% | +375.8% |
| All | +731.5% | -63.1% | +794.6% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling