-19.5%
BABA vs PSKY
-27.1%
+7.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -0.2% | +2.4% | -2.5% | -0.4% |
| 30D | -12.3% | +17.5% | -29.8% | -13.4% |
| 3M | -5.3% | +4.4% | -9.8% | -5.9% |
| 6M | -13.1% | -9.0% | -4.0% | -12.7% |
| YTD | -22.4% | -18.6% | -3.8% | -20.4% |
| 1Y | -19.5% | -27.7% | +8.2% | -13.8% |
| All | -19.5% | -27.1% | +7.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling