+537.2%
MOD vs PSKY
-42.2%
+579.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +9.6% | -0.2% | +9.8% | +9.5% |
| 30D | 0.0% | +24.0% | -23.9% | -9.5% |
| 3M | -35.4% | +2.2% | -37.5% | -36.8% |
| 6M | -7.3% | -9.0% | +1.7% | -6.4% |
| YTD | +45.8% | -18.1% | +63.9% | +51.5% |
| 1Y | +43.1% | -25.1% | +68.2% | +49.5% |
| 3Y | +297.7% | -16.3% | +314.0% | +224.0% |
| 5Y | +1,478.8% | -70.4% | +1,549.1% | +1,870.9% |
| 10Y | +1,633.4% | -74.2% | +1,707.6% | +1,608.7% |
| All | +537.2% | -42.2% | +579.4% | +141.4% |
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 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