+15.0%
MDLZ vs PSKY
-70.5%
+85.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | +24.0% | -26.1% | -3.1% |
| 3M | +1.3% | +2.2% | -0.9% | +1.1% |
| 6M | +6.2% | -9.0% | +15.2% | +6.4% |
| YTD | +15.8% | -18.1% | +33.9% | +16.5% |
| 1Y | +4.1% | -25.1% | +29.2% | +4.9% |
| 3Y | -4.1% | -16.3% | +12.2% | -5.4% |
| All | +15.0% | -70.5% | +85.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling