+118.5%
META vs PSKY
-78.0%
+196.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -2.9% |
| 7D | -1.3% | -24.6% | +23.3% | +3.2% |
| 30D | +6.7% | -36.1% | +42.8% | +14.5% |
| 3M | +12.7% | -53.8% | +66.5% | +24.5% |
| 6M | +12.7% | -53.8% | +66.5% | +24.5% |
| YTD | +12.7% | -53.8% | +66.5% | +24.5% |
| 1Y | 0.0% | -58.4% | +58.3% | +12.6% |
| 3Y | +123.0% | -40.7% | +163.7% | +112.6% |
| All | +118.5% | -78.0% | +196.5% | +191.1% |
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