+27.0%
MMM vs PSKY
-70.7%
+97.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | -8.0% | +17.5% | -25.5% | -9.6% |
| 3M | +9.4% | +4.4% | +4.9% | +8.7% |
| 6M | +10.2% | -9.0% | +19.3% | +10.8% |
| YTD | +6.1% | -18.6% | +24.7% | +7.7% |
| 1Y | +10.8% | -27.7% | +38.5% | +13.3% |
| 3Y | +104.8% | -16.9% | +121.6% | +97.5% |
| 5Y | +27.0% | -70.3% | +97.3% | +44.6% |
| All | +27.0% | -70.7% | +97.7% | +44.6% |
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 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