+467.2%
MDLZ vs PSKY
-63.1%
+530.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.9% |
| 7D | +5.8% | -24.6% | +30.4% | +8.7% |
| 30D | +3.3% | -36.1% | +39.5% | +8.2% |
| 3M | +15.7% | -53.4% | +69.1% | +22.1% |
| 6M | +15.7% | -53.4% | +69.1% | +22.1% |
| YTD | +15.7% | -53.4% | +69.1% | +22.1% |
| 1Y | +7.4% | -58.4% | +65.8% | +15.1% |
| 3Y | +11.6% | -40.7% | +52.3% | +7.9% |
| 5Y | +21.7% | -80.0% | +101.7% | +34.2% |
| 10Y | +93.5% | -84.4% | +177.9% | +99.5% |
| All | +467.2% | -63.1% | +530.2% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling