+130.7%
C vs PSKY
-70.3%
+201.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +0.1% | +24.0% | -23.9% | -3.1% |
| 3M | +2.4% | +2.2% | +0.2% | +1.9% |
| 6M | +24.9% | -9.0% | +33.9% | +25.9% |
| YTD | +19.8% | -18.1% | +37.9% | +22.0% |
| 1Y | +44.9% | -25.1% | +70.0% | +48.1% |
| 3Y | +263.0% | -16.3% | +279.3% | +243.7% |
| All | +130.7% | -70.3% | +201.0% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling