+365.7%
ALAB vs PSKY
+0.6%
+365.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.9% |
| 7D | +3.2% | +2.4% | +0.8% | +3.2% |
| 30D | -13.6% | +17.5% | -31.1% | -13.5% |
| 3M | -16.6% | +4.4% | -21.0% | -16.6% |
| 6M | +142.3% | -9.0% | +151.3% | +141.5% |
| YTD | +73.6% | -18.6% | +92.2% | +73.3% |
| 1Y | +33.7% | -27.7% | +61.4% | +33.2% |
| All | +365.7% | +0.6% | +365.0% | +381.8% |
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