-2.3%
F vs PSKY
-53.5%
+51.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +0.1% |
| 7D | +2.1% | -24.6% | +26.7% | -2.2% |
| 30D | -10.3% | -36.1% | +25.8% | -17.4% |
| 3M | +3.3% | -37.1% | +40.4% | -2.1% |
| 6M | +2.3% | -40.5% | +42.8% | -3.1% |
| YTD | -2.0% | -47.7% | +45.7% | -5.9% |
| All | -2.3% | -53.5% | +51.2% | -5.9% |
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