-45.6%
IT vs PSKY
-71.2%
+25.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -12.7% | -6.0% | -6.7% | -11.9% |
| 30D | -8.9% | +10.7% | -19.6% | -10.4% |
| 3M | +10.1% | +1.2% | +9.0% | +9.8% |
| 6M | +7.3% | +1.5% | +5.8% | +6.6% |
| YTD | -32.4% | -21.8% | -10.6% | -30.4% |
| 1Y | -26.6% | -30.2% | +3.5% | -23.9% |
| 3Y | -51.8% | -20.1% | -31.7% | -53.0% |
| 5Y | -45.6% | -70.5% | +24.9% | -38.9% |
| All | -45.6% | -71.2% | +25.5% | -38.9% |
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