+434.9%
DIS vs PSKY
-42.2%
+477.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +3.5% | +24.0% | -20.5% | -3.5% |
| 3M | +6.8% | +2.2% | +4.6% | +5.7% |
| 6M | +3.0% | -9.0% | +12.0% | +4.7% |
| YTD | -6.7% | -18.1% | +11.4% | -3.1% |
| 1Y | -10.1% | -25.1% | +15.0% | -5.9% |
| 3Y | +33.0% | -16.3% | +49.4% | +19.9% |
| 5Y | -40.0% | -70.4% | +30.4% | -26.5% |
| 10Y | +21.1% | -74.2% | +95.2% | +29.1% |
| All | +434.9% | -42.2% | +477.1% | +248.5% |
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