+321.2%
MOD vs PSKY
-16.0%
+337.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | +9.6% | -0.2% | +9.8% | +9.6% |
| 30D | 0.0% | +24.0% | -23.9% | -1.5% |
| 3M | -35.4% | +2.2% | -37.5% | -35.5% |
| 6M | -7.3% | -9.0% | +1.7% | -6.9% |
| YTD | +45.8% | -18.1% | +63.9% | +47.7% |
| 1Y | +43.1% | -25.1% | +68.2% | +45.6% |
| All | +321.2% | -16.0% | +337.2% | +320.7% |
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