+6.5%
D vs PSKY
-70.7%
+77.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | -0.7% | +17.5% | -18.3% | -1.7% |
| 3M | +2.1% | +4.4% | -2.4% | +1.7% |
| 6M | +6.8% | -9.0% | +15.9% | +7.2% |
| YTD | +16.5% | -18.6% | +35.1% | +17.6% |
| 1Y | +19.2% | -27.7% | +46.9% | +20.9% |
| 3Y | +61.9% | -16.9% | +78.7% | +58.8% |
| 5Y | +6.5% | -70.3% | +76.8% | +6.1% |
| All | +6.5% | -70.7% | +77.2% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling