+81.8%
MDLZ vs PSKY
-75.1%
+156.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +1.7% | -6.0% | +7.6% | +2.2% |
| 30D | +1.1% | +10.7% | -9.5% | +0.2% |
| 3M | -1.8% | +1.2% | -3.0% | -2.1% |
| 6M | +12.3% | +1.5% | +10.8% | +11.7% |
| YTD | +18.0% | -21.8% | +39.8% | +19.8% |
| 1Y | +3.8% | -30.2% | +34.0% | +5.9% |
| 3Y | -2.4% | -20.1% | +17.7% | -4.5% |
| 5Y | +18.4% | -70.5% | +88.9% | +26.7% |
| All | +81.8% | -75.1% | +156.9% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling