+114.8%
ALL vs PSKY
-70.7%
+185.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | -4.7% | +17.5% | -22.2% | -5.6% |
| 3M | +18.4% | +4.4% | +13.9% | +18.0% |
| 6M | +20.5% | -9.0% | +29.5% | +20.9% |
| YTD | +23.5% | -18.6% | +42.1% | +24.5% |
| 1Y | +29.0% | -27.7% | +56.7% | +30.6% |
| 3Y | +153.7% | -16.9% | +170.6% | +147.7% |
| 5Y | +114.8% | -70.3% | +185.1% | +147.8% |
| All | +114.8% | -70.7% | +185.5% | +147.8% |
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 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