-51.6%
IT vs PSKY
-21.8%
-29.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.8% |
| 7D | -9.1% | -6.8% | -2.3% | -8.1% |
| 30D | -12.2% | +10.2% | -22.4% | -13.5% |
| 3M | +7.8% | +0.3% | +7.5% | +7.6% |
| 6M | +2.0% | -7.8% | +9.7% | +2.9% |
| YTD | -32.7% | -23.0% | -9.8% | -30.8% |
| 1Y | -31.1% | -31.6% | +0.6% | -28.4% |
| All | -51.6% | -21.8% | -29.7% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling