+499.9%
ABBV vs PSKY
-75.1%
+575.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.5% |
| 7D | -2.0% | -6.0% | +4.0% | -1.6% |
| 30D | +2.0% | +10.7% | -8.7% | +1.2% |
| 3M | +14.2% | +1.2% | +13.0% | +14.0% |
| 6M | +14.1% | +1.5% | +12.6% | +13.6% |
| YTD | +14.2% | -21.8% | +36.0% | +15.6% |
| 1Y | +24.2% | -30.2% | +54.4% | +26.3% |
| 3Y | +89.8% | -20.1% | +109.9% | +86.7% |
| 5Y | +187.2% | -70.5% | +257.7% | +204.5% |
| All | +499.9% | -75.1% | +575.0% | +499.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling