+368.2%
COMP vs PSKY
-39.6%
+407.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -4.8% |
| 7D | -2.8% | -24.6% | +21.8% | -1.3% |
| 30D | -14.3% | -36.1% | +21.9% | -12.1% |
| 3M | +4.7% | -37.1% | +41.8% | +6.7% |
| 6M | +25.1% | -40.5% | +65.6% | +28.7% |
| YTD | -13.6% | -47.7% | +34.1% | -9.6% |
| 1Y | +24.9% | -58.4% | +83.3% | +36.5% |
| All | +368.2% | -39.6% | +407.8% | +342.4% |
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