+632.8%
LYB vs PSKY
-12.6%
+645.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.6% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | +2.5% | +11.6% | -9.1% | -1.1% |
| 3M | +1.4% | +1.5% | -0.2% | +0.2% |
| 6M | -3.5% | +7.7% | -11.2% | -7.3% |
| YTD | +52.0% | -20.1% | +72.1% | +57.6% |
| 1Y | +22.1% | -38.3% | +60.3% | +35.6% |
| 3Y | -22.8% | -17.7% | -5.0% | -30.1% |
| 5Y | -3.4% | -69.9% | +66.5% | +16.8% |
| 10Y | +47.4% | -74.7% | +122.1% | +47.2% |
| All | +632.8% | -12.6% | +645.5% | +235.8% |
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 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