+106.6%
MMM vs PSKY
-13.9%
+120.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -7.0% | +24.0% | -31.0% | -8.2% |
| 3M | +10.8% | +2.2% | +8.6% | +10.6% |
| 6M | +5.8% | -9.0% | +14.7% | +6.1% |
| YTD | +6.8% | -18.1% | +24.9% | +7.8% |
| 1Y | +10.4% | -25.1% | +35.5% | +11.7% |
| All | +106.6% | -13.9% | +120.5% | +99.0% |
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