+65.0%
MET vs PSKY
-21.8%
+86.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | -0.8% | -6.8% | +6.1% | -0.3% |
| 30D | -1.4% | +10.2% | -11.6% | -2.0% |
| 3M | +12.5% | +0.3% | +12.2% | +12.4% |
| 6M | +37.1% | -7.8% | +44.8% | +37.4% |
| YTD | +23.8% | -23.0% | +46.8% | +25.3% |
| 1Y | +24.1% | -31.6% | +55.8% | +26.2% |
| All | +65.0% | -21.8% | +86.8% | +63.6% |
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