+127.5%
ABBV vs PSKY
-39.6%
+167.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.4% |
| 7D | +3.9% | -24.6% | +28.4% | +2.3% |
| 30D | +9.7% | -36.1% | +45.8% | +7.0% |
| 3M | +26.0% | -54.8% | +80.8% | +22.1% |
| 6M | +26.0% | -54.8% | +80.8% | +22.1% |
| YTD | +26.0% | -54.8% | +80.8% | +22.1% |
| 1Y | +29.6% | -58.4% | +87.9% | +25.7% |
| All | +127.5% | -39.6% | +167.1% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling