+755.2%
LOW vs PSKY
-42.6%
+797.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | -10.1% | +17.5% | -27.6% | -13.8% |
| 3M | -2.9% | +4.4% | -7.3% | -4.3% |
| 6M | -19.4% | -9.0% | -10.4% | -18.5% |
| YTD | -15.4% | -18.6% | +3.2% | -13.0% |
| 1Y | -24.9% | -27.7% | +2.8% | -21.7% |
| 3Y | -7.8% | -16.9% | +9.0% | -15.3% |
| 5Y | +8.4% | -70.3% | +78.7% | +25.5% |
| 10Y | +226.8% | -74.9% | +301.7% | +231.8% |
| All | +755.2% | -42.6% | +797.7% | +484.3% |
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