+784.3%
APD vs PSKY
-63.1%
+847.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.9% |
| 7D | +6.5% | -24.6% | +31.1% | +11.4% |
| 30D | +4.3% | -36.1% | +40.5% | +12.5% |
| 3M | +28.6% | -53.4% | +82.0% | +39.2% |
| 6M | +28.6% | -53.4% | +82.0% | +39.2% |
| YTD | +28.6% | -53.4% | +82.0% | +39.2% |
| 1Y | +20.7% | -58.4% | +79.0% | +34.0% |
| 3Y | +12.1% | -40.7% | +52.7% | +5.3% |
| 5Y | +15.4% | -80.0% | +95.4% | +34.1% |
| 10Y | +186.7% | -84.4% | +271.1% | +201.6% |
| All | +784.3% | -63.1% | +847.4% | +507.9% |
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