+97.2%
AMCR vs PSKY
-58.1%
+155.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -2.0% |
| 7D | -6.3% | -6.8% | +0.6% | -5.4% |
| 30D | -7.1% | +10.2% | -17.4% | -8.4% |
| 3M | +12.7% | +0.3% | +12.4% | +12.4% |
| 6M | +5.2% | -7.8% | +12.9% | +5.7% |
| YTD | +8.1% | -23.0% | +31.0% | +10.7% |
| 1Y | +11.7% | -31.6% | +43.4% | +15.3% |
| 3Y | +9.9% | -21.3% | +31.2% | +6.8% |
| 5Y | -8.7% | -71.5% | +62.8% | -0.1% |
| 10Y | +16.8% | -75.6% | +92.5% | -0.4% |
| All | +97.2% | -58.1% | +155.3% | +69.9% |
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