+606.9%
LULU vs PSKY
-50.4%
+657.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +1.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -18.1% | +11.6% | -29.7% | -21.1% |
| 3M | -18.8% | +1.5% | -20.3% | -19.5% |
| 6M | -39.2% | +7.7% | -46.9% | -41.3% |
| YTD | -52.4% | -20.1% | -32.3% | -49.9% |
| 1Y | -40.3% | -38.3% | -2.0% | -33.0% |
| 3Y | -75.1% | -17.7% | -57.4% | -77.6% |
| 5Y | -76.7% | -69.9% | -6.9% | -72.2% |
| 10Y | +52.7% | -74.7% | +127.5% | +50.8% |
| All | +606.9% | -50.4% | +657.3% | +588.7% |
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