-38.2%
LEN vs PSKY
-26.0%
-12.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.9% | +24.0% | -28.9% | -6.7% |
| 3M | -8.5% | +2.2% | -10.7% | -8.9% |
| 6M | -20.7% | -9.0% | -11.7% | -20.1% |
| YTD | -17.4% | -18.1% | +0.7% | -16.4% |
| 1Y | -38.2% | -25.1% | -13.1% | -36.9% |
| All | -38.2% | -26.0% | -12.2% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling