+632.3%
EMR vs PSKY
-63.1%
+695.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -2.5% |
| 7D | -0.2% | -24.6% | +24.3% | -11.2% |
| 30D | +8.9% | -36.1% | +45.0% | -9.6% |
| 3M | +267.9% | -85.1% | +353.0% | +214.7% |
| 6M | +267.9% | -85.1% | +353.0% | +214.7% |
| YTD | +267.9% | -85.1% | +353.0% | +214.7% |
| 1Y | +267.9% | -85.1% | +353.0% | +214.7% |
| 3Y | +267.9% | -85.1% | +353.0% | +214.7% |
| 5Y | +267.9% | -85.1% | +353.0% | +214.7% |
| 10Y | +313.3% | -84.4% | +397.7% | +247.0% |
| All | +632.3% | -63.1% | +695.3% | +293.5% |
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