+961.5%
MRK vs PSKY
-42.6%
+1,004.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.3% |
| 30D | +15.5% | +17.5% | -2.1% | +12.8% |
| 3M | +25.1% | +4.4% | +20.7% | +24.1% |
| 6M | +30.1% | -9.0% | +39.1% | +31.0% |
| YTD | +43.1% | -18.6% | +61.7% | +45.8% |
| 1Y | +82.5% | -27.7% | +110.2% | +87.4% |
| 3Y | +49.3% | -16.9% | +66.2% | +43.4% |
| 5Y | +130.3% | -70.3% | +200.5% | +150.5% |
| 10Y | +234.3% | -74.9% | +309.3% | +235.6% |
| All | +961.5% | -42.6% | +1,004.0% | +678.8% |
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