+233.3%
EQT vs PSKY
-43.6%
+277.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.2% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | 0.0% | +11.6% | -11.6% | -3.2% |
| 3M | +5.9% | +1.5% | +4.4% | +4.9% |
| 6M | -14.8% | +7.7% | -22.5% | -17.8% |
| YTD | +1.8% | -20.1% | +21.9% | +5.5% |
| 1Y | +7.4% | -38.3% | +45.6% | +18.1% |
| 3Y | +33.6% | -17.7% | +51.4% | +20.6% |
| 5Y | +199.3% | -69.9% | +269.2% | +248.8% |
| 10Y | +50.0% | -74.7% | +124.7% | +54.3% |
| All | +233.3% | -43.6% | +277.0% | +83.5% |
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