-59.9%
C vs PSKY
-63.1%
+3.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | -0.3% |
| 7D | -4.1% | -24.6% | +20.4% | -9.9% |
| 30D | -8.8% | -36.1% | +27.4% | -17.8% |
| 3M | +247.3% | -84.9% | +332.3% | +219.3% |
| 6M | +247.3% | -84.9% | +332.3% | +219.3% |
| YTD | +247.3% | -84.9% | +332.3% | +219.3% |
| 1Y | +247.3% | -84.9% | +332.3% | +219.3% |
| 3Y | +247.3% | -84.9% | +332.3% | +219.3% |
| 5Y | +247.3% | -84.9% | +332.3% | +219.3% |
| 10Y | +245.3% | -84.4% | +329.7% | +209.1% |
| All | -59.9% | -63.1% | +3.2% | -87.8% |
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 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