-35.3%
CMCSA vs PSKY
-21.8%
-13.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.4% | -1.2% | -6.0% |
| 7D | -8.3% | -6.8% | -1.4% | -7.5% |
| 30D | -2.4% | +10.2% | -12.7% | -3.5% |
| 3M | +4.5% | +0.3% | +4.2% | +4.4% |
| 6M | -18.8% | -7.8% | -11.0% | -18.4% |
| YTD | -8.9% | -23.0% | +14.0% | -7.0% |
| 1Y | -18.3% | -31.6% | +13.3% | -16.0% |
| All | -35.3% | -21.8% | -13.5% | -36.6% |
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 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