+579.1%
AU vs PSKY
-18.9%
+598.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | +7.3% | +11.6% | -4.3% | +6.1% |
| 3M | +26.3% | +1.5% | +24.8% | +25.9% |
| 6M | +1.8% | +7.7% | -5.9% | +0.8% |
| YTD | +26.8% | -20.1% | +46.9% | +28.4% |
| 1Y | +66.7% | -38.3% | +105.0% | +71.9% |
| 3Y | +579.1% | -17.7% | +596.8% | +551.0% |
| All | +579.1% | -18.9% | +598.0% | +551.0% |
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