+243.0%
GS vs PSKY
-16.0%
+259.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -1.6% | +24.0% | -25.5% | -3.3% |
| 3M | -4.5% | +2.2% | -6.7% | -4.7% |
| 6M | +20.9% | -9.0% | +29.9% | +21.3% |
| YTD | +19.9% | -18.1% | +38.0% | +21.3% |
| 1Y | +41.4% | -25.1% | +66.5% | +43.4% |
| All | +243.0% | -16.0% | +259.0% | +233.9% |
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