+25.7%
ABNB vs PSKY
-65.4%
+91.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | +19.3% | +24.0% | -4.7% | +13.5% |
| 3M | +36.1% | +2.2% | +33.9% | +35.0% |
| 6M | +34.2% | -9.0% | +43.2% | +35.9% |
| YTD | +34.1% | -18.1% | +52.2% | +38.1% |
| 1Y | +45.1% | -25.1% | +70.2% | +50.0% |
| 3Y | +37.1% | -16.3% | +53.5% | +26.5% |
| 5Y | +15.2% | -70.4% | +85.5% | +38.0% |
| All | +25.7% | -65.4% | +91.2% | +35.1% |
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