-24.2%
AR vs PSKY
-74.5%
+50.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +14.8% | +24.0% | -9.2% | +8.4% |
| 3M | +6.2% | +2.2% | +4.1% | +5.1% |
| 6M | +4.3% | -9.0% | +13.3% | +5.3% |
| YTD | +14.4% | -18.1% | +32.5% | +18.0% |
| 1Y | +21.3% | -25.1% | +46.4% | +26.0% |
| 3Y | +39.8% | -16.3% | +56.1% | +26.9% |
| 5Y | +142.1% | -70.4% | +212.4% | +195.3% |
| 10Y | +52.0% | -74.2% | +126.2% | +45.7% |
| All | -24.2% | -74.5% | +50.2% | -28.2% |
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