+30.0%
MGY vs PSKY
-18.9%
+48.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +3.5% | -2.4% | +5.9% | +3.7% |
| 30D | +5.3% | +11.6% | -6.3% | +4.4% |
| 3M | +2.6% | +1.5% | +1.1% | +2.4% |
| 6M | -3.3% | +7.7% | -11.0% | -4.2% |
| YTD | +29.2% | -20.1% | +49.3% | +30.8% |
| 1Y | +18.0% | -38.3% | +56.3% | +21.7% |
| 3Y | +30.0% | -17.7% | +47.7% | +29.0% |
| All | +30.0% | -18.9% | +48.9% | +29.0% |
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