+1,306.6%
ABBV vs PSKY
-77.0%
+1,383.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.0% |
| 7D | +3.9% | -24.6% | +28.4% | +5.5% |
| 30D | +9.7% | -36.1% | +45.8% | +12.6% |
| 3M | +26.0% | -54.8% | +80.8% | +30.2% |
| 6M | +26.0% | -54.8% | +80.8% | +30.2% |
| YTD | +26.0% | -54.8% | +80.8% | +30.2% |
| 1Y | +29.6% | -58.4% | +87.9% | +34.8% |
| 3Y | +114.2% | -40.7% | +154.9% | +106.4% |
| 5Y | +211.8% | -80.0% | +291.8% | +237.4% |
| 10Y | +612.9% | -84.4% | +697.3% | +632.4% |
| All | +1,306.6% | -77.0% | +1,383.6% | +1,169.1% |
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