+57.7%
GEV vs PSKY
-26.0%
+83.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -7.5% | +24.0% | -31.4% | -7.3% |
| 3M | -2.2% | +2.2% | -4.3% | -1.7% |
| 6M | +12.1% | -9.0% | +21.1% | +12.8% |
| YTD | +44.4% | -18.1% | +62.5% | +46.3% |
| 1Y | +57.7% | -25.1% | +82.8% | +61.9% |
| All | +57.7% | -26.0% | +83.7% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling