+151.3%
GEN vs PSKY
-75.1%
+226.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -4.3% | -6.0% | +1.6% | -3.7% |
| 30D | +3.8% | +10.7% | -6.9% | +2.5% |
| 3M | +22.3% | +1.2% | +21.1% | +21.9% |
| 6M | +39.0% | +1.5% | +37.5% | +38.3% |
| YTD | +11.9% | -21.8% | +33.7% | +14.3% |
| 1Y | +4.5% | -30.2% | +34.7% | +7.5% |
| 3Y | +59.0% | -20.1% | +79.1% | +55.3% |
| 5Y | +22.0% | -70.5% | +92.5% | +31.0% |
| All | +151.3% | -75.1% | +226.4% | +179.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling