+98.6%
APA vs PSKY
-78.1%
+176.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +4.7% |
| 7D | +7.1% | -24.6% | +31.7% | +10.7% |
| 30D | +9.1% | -36.1% | +45.3% | +15.3% |
| 3M | +39.2% | -37.1% | +76.3% | +45.9% |
| 6M | +31.5% | -40.5% | +72.0% | +38.7% |
| YTD | +105.6% | -47.7% | +153.3% | +119.6% |
| 1Y | +121.1% | -58.4% | +179.5% | +143.1% |
| 3Y | +30.6% | -40.7% | +71.3% | +27.4% |
| All | +98.6% | -78.1% | +176.7% | +129.0% |
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