+160.5%
GSK vs PSKY
-42.6%
+203.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -4.2% | +2.4% | -6.6% | -4.5% |
| 30D | -7.5% | +17.5% | -25.0% | -9.4% |
| 3M | -3.3% | +4.4% | -7.7% | -4.0% |
| 6M | -9.3% | -9.0% | -0.3% | -8.8% |
| YTD | +1.6% | -18.6% | +20.2% | +3.2% |
| 1Y | +25.5% | -27.7% | +53.2% | +28.5% |
| 3Y | +49.3% | -16.9% | +66.1% | +43.8% |
| 5Y | +46.7% | -70.3% | +116.9% | +58.4% |
| 10Y | +76.8% | -74.9% | +151.8% | +77.7% |
| All | +160.5% | -42.6% | +203.1% | +101.6% |
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