+291.3%
IR vs PSKY
-78.7%
+369.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -15.1% | +24.0% | -39.1% | -18.6% |
| 3M | +6.1% | +2.2% | +3.9% | +5.3% |
| 6M | -16.8% | -9.0% | -7.8% | -16.1% |
| YTD | -3.5% | -18.1% | +14.6% | -1.4% |
| 1Y | -3.5% | -25.1% | +21.6% | -0.8% |
| 3Y | +9.5% | -16.3% | +25.8% | +2.7% |
| 5Y | +45.1% | -70.4% | +115.4% | +67.8% |
| All | +291.3% | -78.7% | +369.9% | +254.6% |
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 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