+1.4%
MDLZ vs PSKY
-40.2%
+41.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.1% |
| 7D | +5.8% | -24.6% | +30.4% | +4.1% |
| 30D | +3.3% | -36.1% | +39.5% | +0.5% |
| 3M | +15.7% | -53.4% | +69.1% | +11.9% |
| 6M | +15.7% | -53.4% | +69.1% | +11.9% |
| YTD | +15.7% | -53.4% | +69.1% | +11.9% |
| 1Y | +7.4% | -58.4% | +65.8% | +4.1% |
| All | +1.4% | -40.2% | +41.6% | -3.0% |
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