+19.1%
AA vs PSKY
-70.7%
+89.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +3.3% | +17.5% | -14.2% | -0.6% |
| 3M | -29.4% | +4.4% | -33.9% | -30.4% |
| 6M | -12.8% | -9.0% | -3.8% | -11.8% |
| YTD | -2.1% | -18.6% | +16.5% | +0.7% |
| 1Y | +62.8% | -27.7% | +90.5% | +69.4% |
| 3Y | +90.5% | -16.9% | +107.3% | +77.0% |
| 5Y | +19.1% | -70.3% | +89.3% | +54.4% |
| All | +19.1% | -70.7% | +89.8% | +54.4% |
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