+4,285.0%
LLY vs PSKY
-63.1%
+4,348.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | -23.7% |
| 7D | +6.6% | -24.6% | +31.2% | -115.1% |
| 30D | +10.4% | -36.1% | +46.6% | -105.3% |
| 3M | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| 6M | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| YTD | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| 1Y | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| 3Y | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| 5Y | +1,775.2% | -85.0% | +1,860.3% | -370.3% |
| 10Y | +1,754.4% | -84.4% | +1,838.8% | -364.6% |
| All | +4,285.0% | -63.1% | +4,348.0% | -553.1% |
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