+643.2%
GEV vs PSKY
-1.4%
+644.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +8.1% | +2.4% | +5.7% | +8.1% |
| 30D | -1.9% | +17.5% | -19.4% | -1.8% |
| 3M | +4.1% | +4.4% | -0.4% | +4.3% |
| 6M | +23.2% | -9.0% | +32.2% | +23.4% |
| YTD | +48.9% | -18.6% | +67.5% | +49.3% |
| 1Y | +62.2% | -27.7% | +89.9% | +62.7% |
| All | +643.2% | -1.4% | +644.6% | +646.6% |
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 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