-10.5%
ABT vs PSKY
-78.1%
+67.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.7% |
| 7D | +6.0% | -24.6% | +30.5% | +8.6% |
| 30D | +2.4% | -36.1% | +38.5% | +6.8% |
| 3M | -16.6% | -54.8% | +38.2% | -10.8% |
| 6M | -16.6% | -54.8% | +38.2% | -10.8% |
| YTD | -16.6% | -54.8% | +38.2% | -10.8% |
| 1Y | -15.8% | -58.4% | +42.6% | -9.4% |
| 3Y | +21.2% | -40.7% | +61.9% | +22.8% |
| All | -10.5% | -78.1% | +67.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling