+83.4%
JNJ vs PSKY
-71.2%
+154.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.3% |
| 7D | -4.3% | -6.0% | +1.6% | -4.1% |
| 30D | +3.0% | +10.7% | -7.6% | +2.6% |
| 3M | +12.2% | +1.2% | +11.1% | +12.1% |
| 6M | +10.5% | +1.5% | +9.0% | +10.2% |
| YTD | +30.8% | -21.8% | +52.5% | +31.7% |
| 1Y | +54.9% | -30.2% | +85.1% | +56.4% |
| 3Y | +80.7% | -20.1% | +100.7% | +79.2% |
| 5Y | +83.4% | -70.5% | +153.9% | +90.9% |
| All | +83.4% | -71.2% | +154.6% | +90.9% |
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