-0.2%
MOD vs PSKY
-53.4%
+53.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -2.0% |
| 7D | -18.0% | -24.6% | +6.6% | -11.9% |
| 30D | -18.3% | -36.1% | +17.8% | -8.4% |
| 3M | -45.2% | -34.6% | -10.6% | -37.5% |
| 6M | -36.7% | -40.5% | +3.8% | -27.9% |
| YTD | +11.5% | -47.7% | +59.2% | +28.6% |
| All | -0.2% | -53.4% | +53.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling