+130.8%
MMM vs PSKY
-39.6%
+170.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | -0.4% |
| 7D | +3.0% | -24.6% | +27.6% | +2.7% |
| 30D | +1.7% | -36.1% | +37.8% | +1.3% |
| 3M | +0.1% | -53.8% | +53.9% | +0.1% |
| 6M | +0.1% | -53.8% | +53.9% | +0.1% |
| YTD | +0.1% | -53.8% | +53.9% | +0.1% |
| 1Y | +10.8% | -58.4% | +69.2% | +11.6% |
| All | +130.8% | -39.6% | +170.4% | +126.0% |
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