+59.6%
DD vs PSKY
-71.8%
+131.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.9% |
| 7D | -3.8% | -6.8% | +3.1% | -2.9% |
| 30D | -9.2% | +10.2% | -19.5% | -10.5% |
| 3M | -9.0% | +0.3% | -9.3% | -9.2% |
| 6M | -5.0% | -7.8% | +2.8% | -4.5% |
| YTD | +7.4% | -23.0% | +30.4% | +10.1% |
| 1Y | +35.1% | -31.6% | +66.8% | +39.8% |
| 3Y | +43.2% | -21.3% | +64.5% | +38.3% |
| 5Y | +59.6% | -71.5% | +131.1% | +98.1% |
| All | +59.6% | -71.8% | +131.5% | +98.1% |
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