+40.9%
BABA vs PSKY
-39.6%
+80.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.3% |
| 7D | -2.0% | -24.6% | +22.5% | +0.7% |
| 30D | -0.1% | -36.1% | +36.0% | +4.6% |
| 3M | -19.8% | -36.0% | +16.2% | -16.3% |
| 6M | -20.5% | -40.5% | +20.0% | -16.5% |
| YTD | -24.9% | -47.7% | +22.8% | -20.1% |
| 1Y | -33.3% | -58.4% | +25.1% | -27.2% |
| All | +40.9% | -39.6% | +80.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling