+197.1%
ABT vs PSKY
-74.6%
+271.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -8.1% | +11.6% | -19.7% | -9.1% |
| 3M | +14.5% | +1.5% | +13.0% | +14.2% |
| 6M | -6.3% | +7.7% | -14.0% | -7.3% |
| YTD | -17.1% | -20.1% | +3.0% | -16.0% |
| 1Y | -21.4% | -38.3% | +16.9% | -18.5% |
| 3Y | +5.9% | -17.7% | +23.7% | +3.1% |
| 5Y | -12.8% | -69.9% | +57.1% | -6.7% |
| All | +197.1% | -74.6% | +271.7% | +177.5% |
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