+277.1%
F vs PSKY
-42.2%
+319.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | +24.0% | -19.4% | -3.5% |
| 3M | -3.7% | +2.2% | -5.8% | -5.1% |
| 6M | +16.8% | -9.0% | +25.8% | +18.4% |
| YTD | +15.3% | -18.1% | +33.4% | +19.3% |
| 1Y | +31.0% | -25.1% | +56.1% | +36.9% |
| 3Y | +45.4% | -16.3% | +61.8% | +27.9% |
| 5Y | +54.7% | -70.4% | +125.0% | +94.2% |
| 10Y | +98.2% | -74.2% | +172.4% | +112.6% |
| All | +277.1% | -42.2% | +319.3% | +151.1% |
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