+144.3%
AR vs PSKY
-70.7%
+214.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | +12.6% | +17.5% | -4.9% | +10.2% |
| 3M | +10.0% | +4.4% | +5.6% | +9.2% |
| 6M | +0.6% | -9.0% | +9.7% | +1.3% |
| YTD | +13.4% | -18.6% | +32.0% | +15.5% |
| 1Y | +21.7% | -27.7% | +49.4% | +25.0% |
| 3Y | +45.8% | -16.9% | +62.7% | +40.7% |
| 5Y | +144.3% | -70.3% | +214.5% | +265.6% |
| All | +144.3% | -70.7% | +214.9% | +265.6% |
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 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