+933.6%
APH vs PSKY
-84.8%
+1,018.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.1% |
| 7D | -9.0% | -24.6% | +15.5% | -6.4% |
| 30D | +1.2% | -36.1% | +37.3% | +5.9% |
| 3M | +14.9% | -53.4% | +68.3% | +21.4% |
| 6M | +14.9% | -53.4% | +68.3% | +21.4% |
| YTD | +14.9% | -53.4% | +68.3% | +21.4% |
| 1Y | +25.5% | -58.4% | +83.8% | +34.8% |
| 3Y | +289.7% | -40.7% | +330.3% | +273.9% |
| 5Y | +330.7% | -80.0% | +410.7% | +386.6% |
| All | +933.6% | -84.8% | +1,018.3% | +864.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling