+1,468.2%
LYV vs PSKY
-32.7%
+1,500.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -8.2% | +11.6% | -19.8% | -12.3% |
| 3M | -1.3% | +1.5% | -2.8% | -2.6% |
| 6M | +2.6% | +7.7% | -5.1% | -2.4% |
| YTD | +19.4% | -20.1% | +39.5% | +25.3% |
| 1Y | -2.2% | -38.3% | +36.0% | +11.1% |
| 3Y | +106.0% | -17.7% | +123.8% | +75.0% |
| 5Y | +97.7% | -69.9% | +167.6% | +138.6% |
| 10Y | +560.5% | -74.7% | +635.2% | +584.5% |
| All | +1,468.2% | -32.7% | +1,500.9% | +734.5% |
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