+61.5%
GNRC vs PSKY
-18.9%
+80.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -15.7% | +11.6% | -27.3% | -16.6% |
| 3M | -27.3% | +1.5% | -28.9% | -27.6% |
| 6M | -12.1% | +7.7% | -19.8% | -13.1% |
| YTD | +37.1% | -20.1% | +57.2% | +39.3% |
| 1Y | -0.5% | -38.3% | +37.8% | +3.5% |
| 3Y | +61.5% | -17.7% | +79.3% | +56.1% |
| All | +61.5% | -18.9% | +80.5% | +56.1% |
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