+30.3%
MMM vs PSKY
-78.0%
+108.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | 0.0% |
| 7D | +3.0% | -24.6% | +27.6% | +4.6% |
| 30D | +1.7% | -36.1% | +37.8% | +4.4% |
| 3M | +0.1% | -53.8% | +53.9% | +3.7% |
| 6M | +0.1% | -53.8% | +53.9% | +3.7% |
| YTD | +0.1% | -53.8% | +53.9% | +3.7% |
| 1Y | +10.8% | -58.4% | +69.2% | +16.2% |
| 3Y | +137.9% | -40.7% | +178.6% | +127.8% |
| All | +30.3% | -78.0% | +108.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling