+291.3%
MET vs PSKY
-63.1%
+354.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +2.3% |
| 7D | +2.5% | -24.6% | +27.0% | +12.1% |
| 30D | +3.1% | -36.1% | +39.2% | +19.9% |
| 3M | +28.9% | -34.7% | +63.7% | +42.2% |
| 6M | +32.5% | -40.5% | +73.1% | +51.1% |
| YTD | +30.3% | -47.7% | +78.0% | +51.9% |
| 1Y | +33.1% | -58.4% | +91.5% | +67.6% |
| 3Y | +73.8% | -40.7% | +114.5% | +55.9% |
| 5Y | +78.6% | -80.0% | +158.7% | +135.8% |
| 10Y | +236.8% | -84.4% | +321.2% | +285.0% |
| All | +291.3% | -63.1% | +354.4% | +76.6% |
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 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