+630.1%
AMGN vs PSKY
-42.6%
+672.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -10.0% |
| 7D | -10.3% | +2.4% | -12.6% | -10.6% |
| 30D | -3.8% | +17.5% | -21.3% | -6.1% |
| 3M | +14.4% | +4.4% | +9.9% | +13.5% |
| 6M | +7.8% | -9.0% | +16.9% | +8.5% |
| YTD | +22.6% | -18.6% | +41.2% | +24.8% |
| 1Y | +44.2% | -27.7% | +71.9% | +48.4% |
| 3Y | +65.8% | -16.9% | +82.7% | +59.5% |
| 5Y | +108.0% | -70.3% | +178.2% | +127.1% |
| 10Y | +209.9% | -74.9% | +284.8% | +212.9% |
| All | +630.1% | -42.6% | +672.6% | +468.3% |
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