-19.5%
AZN vs PSKY
-10.2%
-9.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.4% | -1.5% |
| 7D | -2.9% | -6.8% | +3.9% | -2.4% |
| 30D | -3.1% | +10.2% | -13.3% | -3.6% |
| 3M | -14.4% | +0.3% | -14.7% | -14.1% |
| 6M | -19.5% | -7.8% | -11.7% | -18.8% |
| All | -19.5% | -10.2% | -9.3% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling