+872.7%
ITW vs PSKY
-45.6%
+918.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | -0.5% |
| 7D | -1.9% | -6.8% | +4.9% | -0.2% |
| 30D | -10.4% | +10.2% | -20.6% | -12.6% |
| 3M | +3.5% | +0.3% | +3.2% | +3.0% |
| 6M | -3.4% | -7.8% | +4.4% | -2.7% |
| YTD | +8.5% | -23.0% | +31.5% | +12.9% |
| 1Y | +3.2% | -31.6% | +34.9% | +8.9% |
| 3Y | +18.9% | -21.3% | +40.2% | +11.2% |
| 5Y | +35.0% | -71.5% | +106.5% | +56.3% |
| 10Y | +188.6% | -75.6% | +264.3% | +192.2% |
| All | +872.7% | -45.6% | +918.4% | +538.2% |
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 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