+1,298.1%
MO vs PSKY
-45.6%
+1,343.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.2% |
| 7D | -2.4% | -6.8% | +4.4% | -1.6% |
| 30D | +3.6% | +10.2% | -6.7% | +2.3% |
| 3M | -3.7% | +0.3% | -4.0% | -4.0% |
| 6M | +4.5% | -7.8% | +12.3% | +4.8% |
| YTD | +21.5% | -23.0% | +44.5% | +24.0% |
| 1Y | +9.5% | -31.6% | +41.2% | +12.7% |
| 3Y | +93.6% | -21.3% | +114.9% | +87.8% |
| 5Y | +97.5% | -71.5% | +169.0% | +113.4% |
| 10Y | +111.2% | -75.6% | +186.8% | +112.6% |
| All | +1,298.1% | -45.6% | +1,343.7% | +1,118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling