+23.5%
BABA vs PSKY
-84.5%
+108.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -2.7% |
| 7D | -2.0% | -24.6% | +22.5% | -6.4% |
| 30D | -0.1% | -36.1% | +36.0% | -7.4% |
| 3M | +18.8% | -84.9% | +103.8% | +3.3% |
| 6M | +18.8% | -84.9% | +103.8% | +3.3% |
| YTD | +18.8% | -84.9% | +103.8% | +3.3% |
| 1Y | +18.8% | -84.9% | +103.8% | +3.3% |
| 3Y | +18.8% | -84.9% | +103.8% | +3.3% |
| 5Y | +18.8% | -84.9% | +103.8% | +3.3% |
| 10Y | +13.8% | -84.4% | +98.2% | -2.7% |
| All | +23.5% | -84.5% | +108.0% | -0.2% |
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