+641.6%
AZN vs PSKY
-44.8%
+686.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.5% |
| 7D | -3.1% | -6.0% | +2.9% | -2.3% |
| 30D | +0.6% | +10.7% | -10.1% | -0.8% |
| 3M | -10.8% | +1.2% | -12.0% | -11.1% |
| 6M | -18.1% | +1.5% | -19.6% | -18.7% |
| YTD | -12.3% | -21.8% | +9.5% | -10.3% |
| 1Y | -0.2% | -30.2% | +30.0% | +2.8% |
| 3Y | +23.4% | -20.1% | +43.4% | +19.6% |
| 5Y | +56.4% | -70.5% | +126.9% | +69.1% |
| 10Y | +225.7% | -75.2% | +300.9% | +228.5% |
| All | +641.6% | -44.8% | +686.4% | +505.7% |
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