-2.6%
AGG vs PSKY
-70.1%
+67.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.1% | +11.6% | -12.7% | -1.3% |
| 3M | -1.9% | +1.5% | -3.5% | -2.0% |
| 6M | -1.7% | +7.7% | -9.4% | -1.8% |
| YTD | -1.3% | -20.1% | +18.8% | -1.1% |
| 1Y | -0.7% | -38.3% | +37.5% | -0.3% |
| 3Y | +12.5% | -17.7% | +30.2% | +12.1% |
| All | -2.6% | -70.1% | +67.5% | -4.2% |
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