+1,530.3%
MOD vs PSKY
-70.3%
+1,600.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | +9.6% | -0.2% | +9.8% | +9.6% |
| 30D | 0.0% | +24.0% | -23.9% | -3.4% |
| 3M | -35.4% | +2.2% | -37.5% | -35.8% |
| 6M | -7.3% | -9.0% | +1.7% | -6.7% |
| YTD | +45.8% | -18.1% | +63.9% | +48.9% |
| 1Y | +43.1% | -25.1% | +68.2% | +46.9% |
| 3Y | +297.7% | -16.3% | +314.0% | +276.1% |
| All | +1,530.3% | -70.3% | +1,600.6% | +2,097.7% |
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 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