+106.0%
LYV vs PSKY
-18.9%
+125.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.8% |
| 30D | -8.2% | +11.6% | -19.8% | -8.8% |
| 3M | -1.3% | +1.5% | -2.8% | -1.4% |
| 6M | +2.6% | +7.7% | -5.1% | +1.9% |
| YTD | +19.4% | -20.1% | +39.5% | +20.4% |
| 1Y | -2.2% | -38.3% | +36.0% | 0.0% |
| 3Y | +106.0% | -17.7% | +123.8% | +100.3% |
| All | +106.0% | -18.9% | +125.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling