-6.5%
IBM vs PSKY
-31.0%
+24.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.7% |
| 7D | -0.3% | -6.0% | +5.7% | +0.5% |
| 30D | -1.8% | +10.7% | -12.5% | -3.3% |
| 3M | -13.5% | +1.2% | -14.6% | -13.9% |
| 6M | -5.1% | +1.5% | -6.6% | -5.3% |
| YTD | -19.4% | -21.8% | +2.4% | -19.0% |
| 1Y | -6.5% | -30.2% | +23.6% | -3.9% |
| All | -6.5% | -31.0% | +24.5% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling