+30.5%
DOW vs PSKY
-31.0%
+61.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -2.4% | -6.0% | +3.6% | -2.0% |
| 30D | -4.1% | +10.7% | -14.7% | -4.8% |
| 3M | -12.4% | +1.2% | -13.6% | -12.6% |
| 6M | -10.6% | +1.5% | -12.1% | -11.0% |
| YTD | +31.1% | -21.8% | +52.8% | +34.1% |
| 1Y | +30.5% | -30.2% | +60.7% | +36.5% |
| All | +30.5% | -31.0% | +61.6% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling