+112.0%
AXP vs PSKY
-44.4%
+156.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.5% |
| 7D | +1.8% | -24.6% | +26.3% | +4.7% |
| 30D | -4.0% | -36.1% | +32.1% | +0.7% |
| 3M | -13.3% | -53.4% | +40.1% | -7.1% |
| 6M | -13.3% | -53.4% | +40.1% | -7.1% |
| YTD | -13.3% | -53.4% | +40.1% | -7.1% |
| 1Y | -1.9% | -58.4% | +56.5% | +6.4% |
| All | +112.0% | -44.4% | +156.5% | +112.2% |
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 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