+6.5%
LYV vs PSKY
-26.0%
+32.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -5.5% | +24.0% | -29.4% | -6.3% |
| 3M | +7.8% | +2.2% | +5.6% | +7.6% |
| 6M | +9.4% | -9.0% | +18.3% | +9.3% |
| YTD | +21.8% | -18.1% | +39.9% | +21.2% |
| 1Y | +6.5% | -25.1% | +31.6% | +4.9% |
| All | +6.5% | -26.0% | +32.5% | +4.9% |
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