+425.3%
IBM vs PSKY
-42.2%
+467.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.3% | +24.0% | -23.7% | -3.9% |
| 3M | -21.6% | +2.2% | -23.8% | -21.9% |
| 6M | -4.7% | -9.0% | +4.3% | -3.4% |
| YTD | -19.1% | -18.1% | -0.9% | -16.9% |
| 1Y | -2.5% | -25.1% | +22.6% | +0.7% |
| 3Y | +74.2% | -16.3% | +90.5% | +65.2% |
| 5Y | +113.1% | -70.4% | +183.5% | +139.1% |
| 10Y | +133.5% | -74.2% | +207.7% | +136.0% |
| All | +425.3% | -42.2% | +467.6% | +303.3% |
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