+21.6%
AR vs PSKY
-30.5%
+52.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.5% |
| 7D | -1.2% | -6.8% | +5.6% | -0.6% |
| 30D | +5.5% | +10.2% | -4.7% | +4.5% |
| 3M | +12.9% | +0.3% | +12.6% | +12.6% |
| 6M | +0.1% | -7.8% | +7.8% | +1.0% |
| YTD | +13.5% | -23.0% | +36.5% | +16.0% |
| 1Y | +21.6% | -31.6% | +53.2% | +27.6% |
| All | +21.6% | -30.5% | +52.1% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling