+85.1%
MET vs PSKY
-71.2%
+156.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +1.0% |
| 7D | -2.5% | -6.0% | +3.5% | -1.8% |
| 30D | 0.0% | +10.7% | -10.7% | -1.3% |
| 3M | +13.1% | +1.2% | +11.9% | +12.7% |
| 6M | +39.0% | +1.5% | +37.5% | +38.1% |
| YTD | +25.2% | -21.8% | +47.0% | +27.8% |
| 1Y | +25.6% | -30.2% | +55.8% | +29.1% |
| 3Y | +67.1% | -20.1% | +87.2% | +60.9% |
| 5Y | +85.1% | -70.5% | +155.6% | +132.2% |
| All | +85.1% | -71.2% | +156.3% | +132.2% |
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