+678.0%
ALL vs PSKY
-42.2%
+720.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.5% | +24.0% | -25.5% | -7.0% |
| 3M | +23.6% | +2.2% | +21.5% | +22.3% |
| 6M | +22.3% | -9.0% | +31.3% | +23.7% |
| YTD | +26.5% | -18.1% | +44.7% | +30.2% |
| 1Y | +27.0% | -25.1% | +52.1% | +31.5% |
| 3Y | +149.6% | -16.3% | +165.9% | +123.8% |
| 5Y | +118.1% | -70.4% | +188.5% | +151.0% |
| 10Y | +369.0% | -74.2% | +443.1% | +359.0% |
| All | +678.0% | -42.2% | +720.2% | +240.5% |
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