+987.6%
GS vs PSKY
-42.2%
+1,029.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -1.6% | +24.0% | -25.5% | -8.5% |
| 3M | -4.5% | +2.2% | -6.7% | -5.8% |
| 6M | +20.9% | -9.0% | +29.9% | +22.6% |
| YTD | +19.9% | -18.1% | +38.0% | +23.6% |
| 1Y | +41.4% | -25.1% | +66.5% | +46.6% |
| 3Y | +239.2% | -16.3% | +255.5% | +198.9% |
| 5Y | +185.0% | -70.4% | +255.4% | +241.5% |
| 10Y | +655.0% | -74.2% | +729.1% | +669.5% |
| All | +987.6% | -42.2% | +1,029.8% | +565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling