+7.1%
GS vs PSKY
-57.5%
+64.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -1.3% |
| 7D | -1.6% | -24.6% | +23.0% | -2.4% |
| 30D | -10.8% | -36.1% | +25.3% | -12.4% |
| 3M | -5.9% | -36.0% | +30.1% | -7.1% |
| 6M | -1.2% | -40.5% | +39.4% | -3.0% |
| YTD | +1.7% | -47.7% | +49.4% | -1.2% |
| All | +7.1% | -57.5% | +64.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling