-22.3%
AA vs PSKY
-63.1%
+40.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +3.7% |
| 7D | -1.8% | -24.6% | +22.8% | +4.2% |
| 30D | -11.7% | -36.1% | +24.4% | -2.5% |
| 3M | +51.9% | -85.0% | +136.9% | +74.1% |
| 6M | +51.9% | -85.0% | +136.9% | +74.1% |
| YTD | +51.9% | -85.0% | +136.9% | +74.1% |
| 1Y | +51.9% | -85.0% | +136.9% | +74.1% |
| 3Y | +51.9% | -85.0% | +136.9% | +74.1% |
| 5Y | +51.9% | -85.0% | +136.9% | +74.1% |
| 10Y | +106.8% | -84.4% | +191.2% | +131.3% |
| All | -22.3% | -63.1% | +40.7% | -61.6% |
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