+262.7%
GE vs PSKY
-21.8%
+284.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -2.7% |
| 7D | -1.2% | -6.8% | +5.6% | -1.0% |
| 30D | -11.3% | +10.2% | -21.5% | -11.5% |
| 3M | -1.4% | +0.3% | -1.7% | -1.4% |
| 6M | +1.2% | -7.8% | +9.0% | +1.3% |
| YTD | +5.9% | -23.0% | +28.9% | +6.4% |
| 1Y | +18.4% | -31.6% | +50.1% | +19.1% |
| All | +262.7% | -21.8% | +284.6% | +263.8% |
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 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