+370.8%
CMCSA vs PSKY
-42.6%
+413.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +3.8% | +17.5% | -13.7% | -0.8% |
| 3M | +12.3% | +4.4% | +7.9% | +10.7% |
| 6M | -15.4% | -9.0% | -6.4% | -14.1% |
| YTD | -2.5% | -18.6% | +16.1% | +1.0% |
| 1Y | -13.4% | -27.7% | +14.4% | -8.9% |
| 3Y | -30.4% | -16.9% | -13.5% | -35.9% |
| 5Y | -45.0% | -70.3% | +25.2% | -35.0% |
| 10Y | +10.2% | -74.9% | +85.1% | +17.2% |
| All | +370.8% | -42.6% | +413.4% | +207.3% |
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