+159.0%
APP vs PSKY
-78.1%
+237.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.8% | +0.1% | -17.3% |
| 7D | -3.9% | -24.6% | +20.6% | -67.5% |
| 30D | -20.4% | -36.1% | +15.8% | -85.2% |
| 3M | +507.7% | -39.9% | +547.6% | +143.2% |
| 6M | +507.7% | -39.9% | +547.6% | +143.2% |
| YTD | +507.7% | -39.9% | +547.6% | +143.2% |
| 1Y | +507.7% | -39.9% | +547.6% | +143.2% |
| 3Y | +584.3% | -40.7% | +625.0% | +172.3% |
| All | +159.0% | -78.1% | +237.1% | +75.3% |
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 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