+308.2%
APP vs PSKY
-80.6%
+388.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.8% | +0.1% | -3.1% |
| 7D | -3.9% | -24.6% | +20.6% | +4.1% |
| 30D | -20.4% | -36.1% | +15.8% | -8.7% |
| 3M | -57.1% | -53.4% | -3.7% | -45.3% |
| 6M | -57.1% | -53.4% | -3.7% | -45.3% |
| YTD | -57.1% | -53.4% | -3.7% | -45.3% |
| 1Y | -56.1% | -58.4% | +2.3% | -42.4% |
| 3Y | +584.3% | -40.7% | +625.0% | +614.6% |
| 5Y | +189.8% | -80.0% | +269.8% | +355.9% |
| All | +308.2% | -80.6% | +388.8% | +531.0% |
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