+372.0%
LLY vs PSKY
-70.3%
+442.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -1.6% | +24.0% | -25.6% | -2.0% |
| 3M | +2.3% | +2.2% | +0.1% | +2.2% |
| 6M | +14.9% | -9.0% | +23.9% | +14.8% |
| YTD | +7.5% | -18.1% | +25.6% | +7.4% |
| 1Y | +55.7% | -25.1% | +80.8% | +55.5% |
| 3Y | +110.6% | -16.3% | +126.9% | +110.0% |
| All | +372.0% | -70.3% | +442.4% | +410.0% |
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 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