+3.2%
MDLZ vs PSKY
-30.5%
+33.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.6% |
| 7D | 0.0% | -6.8% | +6.8% | +0.3% |
| 30D | +1.4% | +10.2% | -8.8% | +0.9% |
| 3M | 0.0% | +0.3% | -0.3% | -0.1% |
| 6M | +9.1% | -7.8% | +16.9% | +9.3% |
| YTD | +17.9% | -23.0% | +40.9% | +19.5% |
| 1Y | +3.2% | -31.6% | +34.9% | +5.7% |
| All | +3.2% | -30.5% | +33.7% | +5.7% |
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