+3,909.4%
LLY vs PSKY
-42.2%
+3,951.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -1.6% | +24.0% | -25.6% | -4.3% |
| 3M | +2.3% | +2.2% | +0.1% | +1.8% |
| 6M | +14.9% | -9.0% | +23.9% | +15.7% |
| YTD | +7.5% | -18.1% | +25.6% | +9.2% |
| 1Y | +55.7% | -25.1% | +80.8% | +58.7% |
| 3Y | +110.6% | -16.3% | +126.9% | +101.9% |
| 5Y | +363.4% | -70.4% | +433.8% | +401.1% |
| 10Y | +1,649.0% | -74.2% | +1,723.1% | +1,659.4% |
| All | +3,909.4% | -42.2% | +3,951.6% | +2,862.6% |
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