+543.5%
GME vs PSKY
-42.6%
+586.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +0.4% | +2.4% | -1.9% | -0.6% |
| 30D | -1.4% | +17.5% | -18.9% | -8.0% |
| 3M | -15.1% | +4.4% | -19.6% | -17.5% |
| 6M | -22.5% | -9.0% | -13.5% | -21.0% |
| YTD | -5.9% | -18.6% | +12.7% | -1.5% |
| 1Y | -18.6% | -27.7% | +9.1% | -13.1% |
| 3Y | +6.7% | -16.9% | +23.5% | -8.7% |
| 5Y | -62.0% | -70.3% | +8.3% | -50.6% |
| 10Y | +239.5% | -74.9% | +314.4% | +378.6% |
| All | +543.5% | -42.6% | +586.0% | +504.5% |
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