+2.5%
APA vs PSKY
-63.1%
+65.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +5.5% |
| 7D | +7.1% | -24.6% | +31.7% | +15.2% |
| 30D | +9.1% | -36.1% | +45.3% | +23.2% |
| 3M | +110.6% | -54.8% | +165.3% | +136.1% |
| 6M | +110.6% | -54.8% | +165.3% | +136.1% |
| YTD | +110.6% | -54.8% | +165.3% | +136.1% |
| 1Y | +121.1% | -58.4% | +179.5% | +154.8% |
| 3Y | +30.6% | -40.7% | +71.3% | +11.5% |
| 5Y | +116.9% | -80.0% | +196.9% | +166.1% |
| 10Y | +2.6% | -84.4% | +87.0% | +18.3% |
| All | +2.5% | -63.1% | +65.6% | -42.2% |
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