+175.6%
APA vs PSKY
-71.8%
+247.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.3% | +3.7% |
| 7D | +0.3% | -6.8% | +7.2% | +1.3% |
| 30D | +9.3% | +10.2% | -0.9% | +7.6% |
| 3M | +23.3% | +0.3% | +23.1% | +22.9% |
| 6M | +39.5% | -7.8% | +47.2% | +40.0% |
| YTD | +87.6% | -23.0% | +110.6% | +92.7% |
| 1Y | +114.2% | -31.6% | +145.9% | +121.6% |
| 3Y | +13.6% | -21.3% | +34.9% | +8.6% |
| 5Y | +175.6% | -71.5% | +247.1% | +306.0% |
| All | +175.6% | -71.8% | +247.4% | +306.0% |
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 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