-21.1%
LOW vs PSKY
-26.0%
+4.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | +24.0% | -31.0% | -7.6% |
| 3M | -0.9% | +2.2% | -3.0% | -1.2% |
| 6M | -20.1% | -9.0% | -11.1% | -20.2% |
| YTD | -13.9% | -18.1% | +4.2% | -14.0% |
| 1Y | -21.1% | -25.1% | +4.0% | -21.8% |
| All | -21.1% | -26.0% | +4.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling