+48.4%
APA vs PSKY
-40.3%
+88.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +4.4% |
| 7D | +7.1% | -24.6% | +31.7% | +9.2% |
| 30D | +9.1% | -36.1% | +45.3% | +12.6% |
| 3M | +39.2% | -37.1% | +76.3% | +42.8% |
| 6M | +31.5% | -40.5% | +72.0% | +35.4% |
| YTD | +105.6% | -47.7% | +153.3% | +112.9% |
| 1Y | +121.1% | -58.4% | +179.5% | +132.7% |
| All | +48.4% | -40.3% | +88.7% | +41.3% |
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 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