-16.1%
IP vs PSKY
-70.3%
+54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -10.9% | +24.0% | -34.8% | -13.6% |
| 3M | +11.2% | +2.2% | +9.0% | +10.6% |
| 6M | -10.2% | -9.0% | -1.3% | -9.5% |
| YTD | -2.0% | -18.1% | +16.2% | -0.1% |
| 1Y | -19.1% | -25.1% | +6.0% | -17.1% |
| 3Y | +20.9% | -16.3% | +37.2% | +16.5% |
| All | -16.1% | -70.3% | +54.2% | -2.2% |
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