+53.9%
F vs PSKY
-70.3%
+124.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | +24.0% | -19.4% | -0.1% |
| 3M | -3.7% | +2.2% | -5.8% | -4.4% |
| 6M | +16.8% | -9.0% | +25.8% | +18.1% |
| YTD | +15.3% | -18.1% | +33.4% | +18.4% |
| 1Y | +31.0% | -25.1% | +56.1% | +35.6% |
| 3Y | +45.4% | -16.3% | +61.8% | +35.8% |
| All | +53.9% | -70.3% | +124.3% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling