+136.0%
GOOG vs PSKY
-70.1%
+206.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -2.0% | +11.6% | -13.5% | -3.1% |
| 3M | -5.9% | +1.5% | -7.4% | -6.2% |
| 6M | +8.9% | +7.7% | +1.2% | +7.6% |
| YTD | +7.1% | -20.1% | +27.2% | +8.9% |
| 1Y | +39.7% | -38.3% | +78.0% | +45.5% |
| 3Y | +145.8% | -17.7% | +163.6% | +136.5% |
| All | +136.0% | -70.1% | +206.2% | +163.2% |
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