+154.9%
MAR vs PSKY
-71.6%
+226.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.5% |
| 7D | -0.5% | -6.8% | +6.4% | +0.4% |
| 30D | -4.7% | +10.2% | -14.9% | -5.9% |
| 3M | -15.6% | +0.3% | -15.9% | -15.8% |
| 6M | +1.2% | -7.8% | +9.0% | +1.7% |
| YTD | +7.5% | -23.0% | +30.5% | +10.0% |
| 1Y | +26.6% | -31.6% | +58.3% | +30.7% |
| 3Y | +66.0% | -21.3% | +87.3% | +60.2% |
| All | +154.9% | -71.6% | +226.5% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling