+115.3%
ADI vs PSKY
-21.8%
+137.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.0% |
| 7D | +2.6% | -6.8% | +9.5% | +3.2% |
| 30D | -4.6% | +10.2% | -14.9% | -5.5% |
| 3M | -9.5% | +0.3% | -9.8% | -9.7% |
| 6M | +14.8% | -7.8% | +22.6% | +15.2% |
| YTD | +35.8% | -23.0% | +58.8% | +38.3% |
| 1Y | +48.9% | -31.6% | +80.6% | +52.5% |
| All | +115.3% | -21.8% | +137.2% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling