+75.8%
GM vs PSKY
-70.1%
+145.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -1.1% | +11.6% | -12.7% | -3.3% |
| 3M | +6.1% | +1.5% | +4.6% | +5.5% |
| 6M | +15.0% | +7.7% | +7.3% | +12.4% |
| YTD | +6.0% | -20.1% | +26.1% | +9.0% |
| 1Y | +47.1% | -38.3% | +85.4% | +58.3% |
| 3Y | +170.5% | -17.7% | +188.2% | +153.1% |
| All | +75.8% | -70.1% | +145.9% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling