+1,215.0%
MOD vs PSKY
-78.6%
+1,293.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -2.4% |
| 7D | -18.0% | -24.6% | +6.6% | -13.6% |
| 30D | -18.3% | -36.1% | +17.8% | -11.2% |
| 3M | -45.2% | -34.6% | -10.6% | -40.1% |
| 6M | -36.7% | -40.5% | +3.8% | -29.8% |
| YTD | +11.5% | -47.7% | +59.2% | +25.4% |
| 1Y | -7.2% | -58.4% | +51.1% | +8.1% |
| 3Y | +210.3% | -40.7% | +250.9% | +215.5% |
| All | +1,215.0% | -78.6% | +1,293.6% | +1,563.3% |
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 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