-57.2%
GME vs PSKY
-71.2%
+14.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +6.0% | -6.0% | +12.0% | +7.4% |
| 30D | +8.3% | +10.7% | -2.3% | +5.6% |
| 3M | -9.1% | +1.2% | -10.2% | -9.7% |
| 6M | -16.3% | +1.5% | -17.8% | -17.3% |
| YTD | +1.5% | -21.8% | +23.3% | +5.6% |
| 1Y | -16.3% | -30.2% | +13.8% | -11.9% |
| 3Y | +15.1% | -20.1% | +35.2% | +6.7% |
| 5Y | -57.2% | -70.5% | +13.3% | -34.8% |
| All | -57.2% | -71.2% | +14.0% | -34.8% |
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 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