-54.7%
COMP vs PSKY
-82.8%
+28.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -4.7% |
| 7D | -2.8% | -24.6% | +21.8% | -0.7% |
| 30D | -14.3% | -36.1% | +21.9% | -11.2% |
| 3M | -26.3% | -78.6% | +52.3% | -19.9% |
| 6M | -26.3% | -78.6% | +52.3% | -19.9% |
| YTD | -26.3% | -78.6% | +52.3% | -19.9% |
| 1Y | -26.3% | -78.6% | +52.3% | -19.9% |
| 3Y | -26.3% | -78.6% | +52.3% | -19.9% |
| 5Y | -21.8% | -80.0% | +58.2% | -13.5% |
| All | -54.7% | -82.8% | +28.1% | -48.6% |
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 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