+26.1%
APD vs PSKY
-70.7%
+96.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.5% | +2.4% | -4.9% | -2.7% |
| 30D | -1.9% | +17.5% | -19.4% | -3.1% |
| 3M | +8.2% | +4.4% | +3.8% | +7.8% |
| 6M | +10.7% | -9.0% | +19.8% | +11.2% |
| YTD | +22.9% | -18.6% | +41.5% | +24.3% |
| 1Y | +5.8% | -27.7% | +33.5% | +7.5% |
| 3Y | +7.8% | -16.9% | +24.6% | +4.9% |
| 5Y | +26.1% | -70.3% | +96.4% | +38.6% |
| All | +26.1% | -70.7% | +96.8% | +38.6% |
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