+27.5%
DIS vs PSKY
-39.6%
+67.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.7% |
| 7D | +2.4% | -24.6% | +26.9% | +6.2% |
| 30D | +1.8% | -36.1% | +38.0% | +8.6% |
| 3M | -3.8% | -54.8% | +51.0% | +5.9% |
| 6M | -3.8% | -54.8% | +51.0% | +5.9% |
| YTD | -3.8% | -54.8% | +51.0% | +5.9% |
| 1Y | +2.1% | -58.4% | +60.5% | +13.2% |
| All | +27.5% | -39.6% | +67.1% | +32.9% |
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