+10.3%
APA vs PSKY
-12.8%
+23.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | +15.7% | +17.5% | -1.8% | +14.3% |
| 3M | +16.5% | +4.4% | +12.0% | +15.9% |
| 6M | +35.1% | -9.0% | +44.1% | +35.8% |
| YTD | +82.2% | -18.6% | +100.8% | +84.1% |
| 1Y | +102.5% | -27.7% | +130.2% | +105.3% |
| 3Y | +10.3% | -16.9% | +27.2% | +8.0% |
| All | +10.3% | -12.8% | +23.1% | +8.0% |
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 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