+1.6%
ECL vs PSKY
-30.5%
+32.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.2% | -1.7% |
| 7D | -2.7% | -6.8% | +4.1% | -2.3% |
| 30D | -4.3% | +10.2% | -14.5% | -4.9% |
| 3M | +3.2% | +0.3% | +2.9% | +3.1% |
| 6M | -2.9% | -7.8% | +4.9% | -2.7% |
| YTD | +4.3% | -23.0% | +27.2% | +6.1% |
| 1Y | +1.6% | -31.6% | +33.3% | +5.0% |
| All | +1.6% | -30.5% | +32.2% | +5.0% |
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