+222.5%
GE vs PSKY
-42.2%
+264.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | +24.0% | -35.5% | -17.1% |
| 3M | +3.0% | +2.2% | +0.8% | +1.8% |
| 6M | -0.5% | -9.0% | +8.5% | +0.7% |
| YTD | +9.7% | -18.1% | +27.9% | +13.2% |
| 1Y | +20.0% | -25.1% | +45.1% | +24.5% |
| 3Y | +275.8% | -16.3% | +292.2% | +232.9% |
| 5Y | +429.1% | -70.4% | +499.4% | +524.8% |
| 10Y | +151.2% | -74.2% | +225.3% | +157.7% |
| All | +222.5% | -42.2% | +264.7% | +87.1% |
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