+789.3%
APD vs PSKY
-42.2%
+831.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +2.1% | +24.0% | -21.9% | -2.7% |
| 3M | +7.2% | +2.2% | +5.0% | +6.3% |
| 6M | +11.2% | -9.0% | +20.2% | +12.2% |
| YTD | +24.4% | -18.1% | +42.5% | +27.3% |
| 1Y | +6.7% | -25.1% | +31.8% | +9.6% |
| 3Y | +9.2% | -16.3% | +25.6% | +1.2% |
| 5Y | +27.4% | -70.4% | +97.7% | +44.4% |
| 10Y | +164.8% | -74.2% | +239.0% | +162.3% |
| All | +789.3% | -42.2% | +831.5% | +487.8% |
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