+763.9%
AXP vs PSKY
-42.2%
+806.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | +24.0% | -30.5% | -13.7% |
| 3M | +4.6% | +2.2% | +2.5% | +3.2% |
| 6M | +5.4% | -9.0% | +14.4% | +7.1% |
| YTD | -11.1% | -18.1% | +7.0% | -8.1% |
| 1Y | -0.3% | -25.1% | +24.8% | +3.7% |
| 3Y | +111.6% | -16.3% | +127.9% | +83.2% |
| 5Y | +117.6% | -70.4% | +187.9% | +165.0% |
| 10Y | +474.1% | -74.2% | +548.3% | +472.3% |
| All | +763.9% | -42.2% | +806.2% | +350.7% |
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 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