+210.4%
MGY vs PSKY
-80.0%
+290.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | +3.5% | -2.4% | +5.9% | +4.0% |
| 30D | +5.3% | +11.6% | -6.3% | +2.6% |
| 3M | +2.6% | +1.5% | +1.1% | +1.8% |
| 6M | -3.3% | +7.7% | -11.0% | -6.0% |
| YTD | +29.2% | -20.1% | +49.3% | +33.0% |
| 1Y | +18.0% | -38.3% | +56.3% | +27.5% |
| 3Y | +30.0% | -17.7% | +47.7% | +20.6% |
| 5Y | +92.7% | -69.9% | +162.6% | +126.2% |
| All | +210.4% | -80.0% | +290.4% | +173.6% |
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