+1,428.5%
IBKR vs PSKY
-49.0%
+1,477.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | -1.3% | -2.4% | +1.0% | -0.8% |
| 30D | -0.2% | +11.6% | -11.8% | -2.9% |
| 3M | +3.0% | +1.5% | +1.4% | +2.1% |
| 6M | +33.9% | +7.7% | +26.2% | +30.1% |
| YTD | +42.5% | -20.1% | +62.6% | +47.1% |
| 1Y | +44.9% | -38.3% | +83.1% | +58.0% |
| 3Y | +293.0% | -17.7% | +310.7% | +259.8% |
| 5Y | +497.7% | -69.9% | +567.5% | +583.8% |
| 10Y | +1,004.4% | -74.7% | +1,079.1% | +1,020.2% |
| All | +1,428.5% | -49.0% | +1,477.6% | +965.1% |
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