+3,208.5%
AZO vs PSKY
-43.6%
+3,252.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | -5.6% | +11.6% | -17.1% | -7.2% |
| 3M | -6.6% | +1.5% | -8.2% | -7.1% |
| 6M | -22.5% | +7.7% | -30.2% | -23.9% |
| YTD | -15.2% | -20.1% | +4.9% | -13.3% |
| 1Y | -33.9% | -38.3% | +4.3% | -30.2% |
| 3Y | +11.8% | -17.7% | +29.5% | +6.8% |
| 5Y | +85.5% | -69.9% | +155.4% | +102.2% |
| 10Y | +298.2% | -74.7% | +372.9% | +293.9% |
| All | +3,208.5% | -43.6% | +3,252.1% | +2,762.3% |
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