+126.9%
LQD vs PSKY
-45.6%
+172.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.1% |
| 7D | 0.0% | -6.8% | +6.8% | +0.1% |
| 30D | -0.2% | +10.2% | -10.4% | -0.4% |
| 3M | -1.7% | +0.3% | -2.0% | -1.7% |
| 6M | -2.7% | -7.8% | +5.1% | -2.6% |
| YTD | -1.4% | -23.0% | +21.5% | -1.1% |
| 1Y | -1.0% | -31.6% | +30.7% | -0.5% |
| 3Y | +15.1% | -21.3% | +36.4% | +14.6% |
| 5Y | -5.2% | -71.5% | +66.3% | -4.4% |
| 10Y | +23.3% | -75.6% | +99.0% | +22.2% |
| All | +126.9% | -45.6% | +172.6% | +113.0% |
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 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