+85.5%
ETN vs PSKY
-18.9%
+104.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.8% | +3.9% |
| 7D | +3.5% | -2.4% | +5.9% | +3.6% |
| 30D | -7.5% | +11.6% | -19.1% | -7.9% |
| 3M | +8.3% | +1.5% | +6.8% | +8.1% |
| 6M | +20.2% | +7.7% | +12.5% | +19.5% |
| YTD | +34.7% | -20.1% | +54.8% | +35.4% |
| 1Y | +19.4% | -38.3% | +57.7% | +21.0% |
| 3Y | +85.5% | -17.7% | +103.2% | +85.1% |
| All | +85.5% | -18.9% | +104.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling