+61.7%
GLW vs PSKY
-54.5%
+116.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -3.4% |
| 7D | -15.8% | -24.6% | +8.8% | -9.9% |
| 30D | -8.1% | -36.1% | +28.1% | +2.4% |
| 3M | -33.2% | -34.7% | +1.6% | -24.6% |
| 6M | -20.2% | -40.5% | +20.3% | -10.3% |
| YTD | +51.6% | -47.7% | +99.2% | +75.1% |
| All | +61.7% | -54.5% | +116.2% | +87.8% |
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 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