+61.0%
AA vs PSKY
-26.0%
+87.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.0% | +24.0% | -19.0% | +4.7% |
| 3M | -35.8% | +2.2% | -38.0% | -36.1% |
| 6M | -18.4% | -9.0% | -9.4% | -19.5% |
| YTD | -5.5% | -18.1% | +12.7% | -6.0% |
| 1Y | +61.0% | -25.1% | +86.1% | +56.5% |
| All | +61.0% | -26.0% | +87.0% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling