+45.8%
ADP vs PSKY
-70.7%
+116.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -5.5% | +2.4% | -7.8% | -5.7% |
| 30D | -1.2% | +17.5% | -18.8% | -2.6% |
| 3M | +17.9% | +4.4% | +13.4% | +17.3% |
| 6M | +20.3% | -9.0% | +29.3% | +20.9% |
| YTD | +5.8% | -18.6% | +24.4% | +7.0% |
| 1Y | -7.7% | -27.7% | +20.0% | -6.2% |
| 3Y | +14.7% | -16.9% | +31.6% | +11.5% |
| 5Y | +45.8% | -70.3% | +116.0% | +57.0% |
| All | +45.8% | -70.7% | +116.5% | +57.0% |
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