+1,156.2%
ABBV vs PSKY
-64.0%
+1,220.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +4.2% | +24.0% | -19.8% | +1.9% |
| 3M | +14.8% | +2.2% | +12.7% | +14.4% |
| 6M | +10.3% | -9.0% | +19.2% | +10.8% |
| YTD | +14.9% | -18.1% | +33.0% | +16.3% |
| 1Y | +24.1% | -25.1% | +49.2% | +26.1% |
| 3Y | +91.9% | -16.3% | +108.3% | +86.1% |
| 5Y | +176.0% | -70.4% | +246.4% | +199.6% |
| 10Y | +502.9% | -74.2% | +577.1% | +499.8% |
| All | +1,156.2% | -64.0% | +1,220.2% | +1,026.2% |
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