+14.4%
AMGN vs PSKY
+6.8%
+7.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -9.9% |
| 7D | -10.3% | +2.4% | -12.6% | -10.7% |
| 30D | -3.8% | +17.5% | -21.3% | -7.5% |
| 3M | +14.4% | +4.4% | +9.9% | +16.0% |
| All | +14.4% | +6.8% | +7.6% | +16.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling