+114.7%
B vs PSKY
-63.1%
+177.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.3% |
| 7D | -0.6% | -24.6% | +24.0% | +2.5% |
| 30D | -3.8% | -36.1% | +32.3% | +1.2% |
| 3M | -4.6% | -37.1% | +32.5% | +0.5% |
| 6M | -2.9% | -40.5% | +37.6% | +2.8% |
| YTD | -4.7% | -47.7% | +43.0% | +1.8% |
| 1Y | +16.9% | -58.4% | +75.3% | +27.6% |
| 3Y | +175.9% | -40.7% | +216.6% | +180.6% |
| 5Y | +143.9% | -80.0% | +223.9% | +170.8% |
| 10Y | +219.0% | -84.4% | +303.4% | +237.0% |
| All | +114.7% | -63.1% | +177.8% | +57.1% |
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