+192.5%
JNJ vs PSKY
-74.6%
+267.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.4% |
| 30D | +2.3% | +11.6% | -9.3% | +1.6% |
| 3M | +12.0% | +1.5% | +10.4% | +11.8% |
| 6M | +10.5% | +7.7% | +2.8% | +9.6% |
| YTD | +30.4% | -20.1% | +50.5% | +31.6% |
| 1Y | +52.1% | -38.3% | +90.4% | +55.8% |
| 3Y | +77.8% | -17.7% | +95.5% | +75.0% |
| 5Y | +82.9% | -69.9% | +152.8% | +91.4% |
| All | +192.5% | -74.6% | +267.1% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling