-21.3%
IT vs PSKY
-26.0%
+4.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.3% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | 0.0% | +24.0% | -24.0% | -4.1% |
| 3M | +13.1% | +2.2% | +10.9% | +12.1% |
| 6M | +11.7% | -9.0% | +20.7% | +13.3% |
| YTD | -26.1% | -18.1% | -8.0% | -24.9% |
| 1Y | -21.3% | -25.1% | +3.9% | -19.1% |
| All | -21.3% | -26.0% | +4.8% | -19.1% |
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