+86.8%
AGG vs PSKY
-45.6%
+132.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | -0.2% |
| 7D | -0.2% | -6.8% | +6.7% | -0.2% |
| 30D | -0.2% | +10.2% | -10.5% | -0.2% |
| 3M | -0.7% | +0.3% | -1.0% | -0.7% |
| 6M | -1.8% | -7.8% | +6.0% | -1.8% |
| YTD | -0.6% | -23.0% | +22.4% | -0.6% |
| 1Y | +0.4% | -31.6% | +32.0% | +0.4% |
| 3Y | +13.2% | -21.3% | +34.5% | +13.1% |
| 5Y | -2.0% | -71.5% | +69.5% | -2.2% |
| 10Y | +15.1% | -75.6% | +90.7% | +14.3% |
| All | +86.8% | -45.6% | +132.5% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling