-24.5%
ADSK vs PSKY
-70.1%
+45.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -2.1% |
| 30D | -14.9% | +11.6% | -26.5% | -16.5% |
| 3M | +3.3% | +1.5% | +1.8% | +2.9% |
| 6M | -15.7% | +7.7% | -23.4% | -17.1% |
| YTD | -28.2% | -20.1% | -8.1% | -26.2% |
| 1Y | -34.5% | -38.3% | +3.7% | -30.1% |
| 3Y | -2.9% | -17.7% | +14.8% | -7.7% |
| All | -24.5% | -70.1% | +45.6% | -8.6% |
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