-29.5%
LEN vs PSKY
-20.6%
-8.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.8% |
| 7D | -7.8% | -6.0% | -1.8% | -7.0% |
| 30D | -11.0% | +10.7% | -21.7% | -12.3% |
| 3M | -12.8% | +1.2% | -13.9% | -13.1% |
| 6M | -20.2% | +1.5% | -21.7% | -20.8% |
| YTD | -23.0% | -21.8% | -1.3% | -21.1% |
| 1Y | -41.8% | -30.2% | -11.6% | -39.9% |
| All | -29.5% | -20.6% | -8.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling