+62.8%
META vs PSKY
-70.3%
+133.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | +24.0% | -19.2% | +0.9% |
| 3M | -1.6% | +2.2% | -3.8% | -2.2% |
| 6M | -7.5% | -9.0% | +1.5% | -6.7% |
| YTD | -6.4% | -18.1% | +11.7% | -4.4% |
| 1Y | -17.3% | -25.1% | +7.8% | -15.2% |
| 3Y | +109.9% | -16.3% | +126.3% | +94.5% |
| All | +62.8% | -70.3% | +133.1% | +103.2% |
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