+7.5%
AMCR vs PSKY
-20.6%
+28.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -5.0% | -6.0% | +1.0% | -4.5% |
| 30D | -8.0% | +10.7% | -18.6% | -8.7% |
| 3M | +14.3% | +1.2% | +13.1% | +14.1% |
| 6M | +5.3% | +1.5% | +3.8% | +4.9% |
| YTD | +7.7% | -21.8% | +29.5% | +9.3% |
| 1Y | +10.8% | -30.2% | +41.0% | +12.8% |
| All | +7.5% | -20.6% | +28.1% | +4.5% |
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 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