+103.4%
AMGN vs PSKY
-70.1%
+173.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.5% |
| 7D | -13.7% | -2.4% | -11.3% | -13.6% |
| 30D | -8.8% | +11.6% | -20.4% | -9.5% |
| 3M | +7.2% | +1.5% | +5.7% | +7.0% |
| 6M | +1.3% | +7.7% | -6.4% | +0.4% |
| YTD | +17.6% | -20.1% | +37.8% | +18.9% |
| 1Y | +37.2% | -38.3% | +75.5% | +40.9% |
| 3Y | +57.7% | -17.7% | +75.5% | +55.3% |
| All | +103.4% | -70.1% | +173.6% | +120.9% |
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 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