+28.2%
BABA vs PSKY
-75.8%
+104.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -11.9% | +24.0% | -35.9% | -15.5% |
| 3M | -9.3% | +2.2% | -11.4% | -9.9% |
| 6M | -14.2% | -9.0% | -5.3% | -13.5% |
| YTD | -22.0% | -18.1% | -3.9% | -20.3% |
| 1Y | -12.7% | -25.1% | +12.4% | -10.1% |
| 3Y | +26.7% | -16.3% | +43.0% | +20.4% |
| 5Y | -29.3% | -70.4% | +41.0% | -19.7% |
| 10Y | +21.2% | -74.2% | +95.4% | +31.0% |
| All | +28.2% | -75.8% | +104.0% | +34.6% |
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