-9.8%
LEN vs PSKY
-71.8%
+62.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.4% |
| 7D | -3.4% | -6.8% | +3.5% | -2.3% |
| 30D | -5.7% | +10.2% | -15.9% | -7.2% |
| 3M | -12.2% | +0.3% | -12.5% | -12.5% |
| 6M | -18.3% | -7.8% | -10.5% | -17.8% |
| YTD | -20.2% | -23.0% | +2.8% | -17.7% |
| 1Y | -40.1% | -31.6% | -8.4% | -37.5% |
| 3Y | -26.2% | -21.3% | -4.9% | -28.5% |
| 5Y | -9.8% | -71.5% | +61.6% | +5.9% |
| All | -9.8% | -71.8% | +62.0% | +5.9% |
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