+142.1%
GOOG vs PSKY
-20.6%
+162.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.5% | -6.0% | +3.5% | -2.2% |
| 30D | -3.6% | +10.7% | -14.3% | -4.0% |
| 3M | -6.4% | +1.2% | -7.6% | -6.6% |
| 6M | +7.8% | +1.5% | +6.3% | +7.5% |
| YTD | +5.5% | -21.8% | +27.3% | +6.1% |
| 1Y | +38.3% | -30.2% | +68.4% | +39.5% |
| All | +142.1% | -20.6% | +162.8% | +136.3% |
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