-5.6%
MDB vs PSKY
-12.8%
+7.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -18.0% | +2.4% | -20.4% | -18.2% |
| 30D | -10.7% | +17.5% | -28.3% | -12.1% |
| 3M | +1.0% | +4.4% | -3.5% | +0.4% |
| 6M | +31.6% | -9.0% | +40.6% | +32.0% |
| YTD | -15.2% | -18.6% | +3.4% | -14.6% |
| 1Y | +10.1% | -27.7% | +37.8% | +11.1% |
| 3Y | -5.6% | -16.9% | +11.2% | -6.0% |
| All | -5.6% | -12.8% | +7.1% | -6.0% |
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