+9.4%
MMM vs PSKY
-30.5%
+39.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.8% |
| 7D | -2.6% | -6.8% | +4.3% | -2.5% |
| 30D | -9.3% | +10.2% | -19.5% | -9.4% |
| 3M | +5.6% | +0.3% | +5.3% | +5.6% |
| 6M | +9.5% | -7.8% | +17.2% | +9.4% |
| YTD | +4.1% | -23.0% | +27.1% | +5.1% |
| 1Y | +9.4% | -31.6% | +41.0% | +10.5% |
| All | +9.4% | -30.5% | +39.9% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling