+391.7%
APP vs PSKY
-69.7%
+461.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -23.3% | +24.0% | -47.2% | -27.4% |
| 3M | -42.6% | +2.2% | -44.8% | -43.2% |
| 6M | -33.6% | -9.0% | -24.6% | -32.6% |
| YTD | -52.4% | -18.1% | -34.3% | -50.8% |
| 1Y | -35.9% | -25.1% | -10.8% | -33.3% |
| 3Y | +642.2% | -16.3% | +658.5% | +570.5% |
| 5Y | +311.1% | -70.4% | +381.4% | +439.5% |
| All | +391.7% | -69.7% | +461.4% | +528.7% |
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