+39.8%
GSK vs PSKY
-78.2%
+118.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.1% |
| 7D | +6.5% | -24.6% | +31.0% | +6.9% |
| 30D | -1.1% | -36.1% | +35.1% | -0.3% |
| 3M | +1.2% | -36.0% | +37.2% | +1.9% |
| 6M | -11.8% | -40.5% | +28.8% | -11.0% |
| YTD | +3.6% | -47.7% | +51.3% | +4.9% |
| 1Y | +17.1% | -58.4% | +75.5% | +19.4% |
| 3Y | +52.1% | -40.7% | +92.8% | +51.4% |
| All | +39.8% | -78.2% | +118.0% | +46.0% |
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