+700.0%
JNJ vs PSKY
-42.6%
+742.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -0.8% | +2.4% | -3.1% | -1.0% |
| 30D | +4.3% | +17.5% | -13.2% | +2.5% |
| 3M | +16.5% | +4.4% | +12.0% | +15.8% |
| 6M | +13.1% | -9.0% | +22.2% | +13.7% |
| YTD | +32.1% | -18.6% | +50.7% | +33.9% |
| 1Y | +54.5% | -27.7% | +82.2% | +57.7% |
| 3Y | +82.5% | -16.9% | +99.4% | +77.0% |
| 5Y | +80.0% | -70.3% | +150.3% | +92.4% |
| 10Y | +195.7% | -74.9% | +270.6% | +195.9% |
| All | +700.0% | -42.6% | +742.6% | +538.0% |
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 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