+142.7%
ETSY vs PSKY
-77.9%
+220.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.3% | -4.7% |
| 7D | -10.9% | +2.4% | -13.3% | -11.5% |
| 30D | -14.9% | +17.5% | -32.4% | -18.5% |
| 3M | +5.8% | +4.4% | +1.4% | +4.1% |
| 6M | +29.1% | -9.0% | +38.1% | +30.9% |
| YTD | +31.3% | -18.6% | +49.9% | +35.5% |
| 1Y | +25.1% | -27.7% | +52.8% | +32.1% |
| 3Y | +8.5% | -16.9% | +25.3% | +2.3% |
| 5Y | -66.1% | -70.3% | +4.2% | -59.1% |
| 10Y | +410.3% | -74.9% | +485.2% | +434.2% |
| All | +142.7% | -77.9% | +220.6% | +133.1% |
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 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