+1,221.6%
MAR vs PSKY
-42.2%
+1,263.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -6.7% | +24.0% | -30.6% | -13.4% |
| 3M | -12.5% | +2.2% | -14.7% | -13.8% |
| 6M | +0.6% | -9.0% | +9.5% | +1.7% |
| YTD | +9.1% | -18.1% | +27.3% | +12.5% |
| 1Y | +26.2% | -25.1% | +51.3% | +31.0% |
| 3Y | +68.2% | -16.3% | +84.5% | +47.0% |
| 5Y | +163.9% | -70.4% | +234.3% | +216.2% |
| 10Y | +420.6% | -74.2% | +494.7% | +432.3% |
| All | +1,221.6% | -42.2% | +1,263.9% | +663.8% |
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