+120.4%
AS vs PSKY
-23.9%
+144.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -19.6% | +24.0% | -43.6% | -21.8% |
| 3M | -14.4% | +2.2% | -16.6% | -14.7% |
| 6M | -20.1% | -9.0% | -11.1% | -19.5% |
| YTD | -20.9% | -18.1% | -2.8% | -19.6% |
| 1Y | -21.9% | -25.1% | +3.2% | -20.4% |
| All | +120.4% | -23.9% | +144.3% | +110.5% |
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