+383.3%
MOD vs PSKY
-63.1%
+446.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -1.3% |
| 7D | -18.0% | -24.6% | +6.6% | -8.6% |
| 30D | -18.3% | -36.1% | +17.8% | -2.9% |
| 3M | -1.6% | -53.4% | +51.8% | +17.9% |
| 6M | -1.6% | -53.4% | +51.8% | +17.9% |
| YTD | -1.6% | -53.4% | +51.8% | +17.9% |
| 1Y | -7.2% | -58.4% | +51.1% | +17.3% |
| 3Y | +210.3% | -40.7% | +250.9% | +167.2% |
| 5Y | +1,130.2% | -80.0% | +1,210.3% | +1,555.2% |
| 10Y | +1,265.7% | -84.4% | +1,350.1% | +1,464.2% |
| All | +383.3% | -63.1% | +446.4% | +103.6% |
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