+26.2%
MAR vs PSKY
-26.0%
+52.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -6.7% | +24.0% | -30.6% | -6.8% |
| 3M | -12.5% | +2.2% | -14.7% | -12.4% |
| 6M | +0.6% | -9.0% | +9.5% | +0.9% |
| YTD | +9.1% | -18.1% | +27.3% | +10.0% |
| 1Y | +26.2% | -25.1% | +51.3% | +28.2% |
| All | +26.2% | -26.0% | +52.2% | +28.2% |
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