+24.2%
MDT vs PSKY
-20.6%
+44.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.6% | -6.0% | +4.4% | -1.2% |
| 30D | +1.0% | +10.7% | -9.6% | +0.4% |
| 3M | +15.2% | +1.2% | +14.0% | +15.0% |
| 6M | +3.7% | +1.5% | +2.2% | +3.3% |
| YTD | -3.0% | -21.8% | +18.8% | -1.9% |
| 1Y | +2.5% | -30.2% | +32.6% | +4.0% |
| All | +24.2% | -20.6% | +44.8% | +21.4% |
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