+3.2%
ENB vs PSKY
-31.0%
+34.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.8% |
| 7D | -4.6% | -6.0% | +1.4% | -4.5% |
| 30D | -5.2% | +10.7% | -15.9% | -5.3% |
| 3M | -13.4% | +1.2% | -14.6% | -13.2% |
| 6M | -7.8% | +1.5% | -9.3% | -7.8% |
| YTD | +4.9% | -21.8% | +26.7% | +6.2% |
| 1Y | +3.2% | -30.2% | +33.4% | +5.2% |
| All | +3.2% | -31.0% | +34.3% | +5.2% |
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