+117.8%
META vs PSKY
-40.3%
+158.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -3.5% |
| 7D | -1.3% | -24.6% | +23.3% | 0.0% |
| 30D | +6.7% | -36.1% | +42.8% | +8.7% |
| 3M | +16.6% | -37.1% | +53.7% | +18.4% |
| 6M | +5.0% | -40.5% | +45.5% | +6.7% |
| YTD | +7.7% | -47.7% | +55.4% | +9.5% |
| 1Y | 0.0% | -58.4% | +58.3% | +2.0% |
| All | +117.8% | -40.3% | +158.1% | +111.3% |
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