+124.0%
AS vs PSKY
-51.3%
+175.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.2% |
| 7D | +6.7% | -24.6% | +31.2% | +6.1% |
| 30D | +9.0% | -36.1% | +45.1% | +7.8% |
| 3M | -4.0% | -53.4% | +49.4% | -4.3% |
| 6M | -4.0% | -53.4% | +49.4% | -4.3% |
| YTD | -4.0% | -53.4% | +49.4% | -4.3% |
| 1Y | -2.0% | -58.4% | +56.3% | -0.8% |
| All | +124.0% | -51.3% | +175.4% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling