+120.6%
IBM vs PSKY
-71.8%
+192.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.4% | +8.8% | +3.9% |
| 7D | +3.6% | -6.8% | +10.4% | +4.2% |
| 30D | +1.5% | +10.2% | -8.7% | +0.5% |
| 3M | -12.9% | +0.3% | -13.2% | -13.0% |
| 6M | -3.9% | -7.8% | +3.9% | -3.4% |
| YTD | -17.3% | -23.0% | +5.6% | -16.0% |
| 1Y | -5.0% | -31.6% | +26.7% | -2.9% |
| 3Y | +78.2% | -21.3% | +99.5% | +75.6% |
| 5Y | +120.6% | -71.5% | +192.1% | +149.6% |
| All | +120.6% | -71.8% | +192.5% | +149.6% |
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 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