+419.2%
GLW vs PSKY
-40.2%
+459.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -4.0% |
| 7D | -15.8% | -24.6% | +8.8% | -13.0% |
| 30D | -8.1% | -36.1% | +28.1% | -3.4% |
| 3M | -29.1% | -37.1% | +8.0% | -25.0% |
| 6M | -20.2% | -40.5% | +20.3% | -15.4% |
| YTD | +51.6% | -47.7% | +99.2% | +61.7% |
| 1Y | +53.5% | -58.4% | +111.9% | +65.4% |
| All | +419.2% | -40.2% | +459.5% | +445.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling