+2,399.9%
MSCI vs PSKY
-61.0%
+2,460.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -10.5% |
| 7D | +0.7% | -24.6% | +25.3% | -47.8% |
| 30D | +2.8% | -36.1% | +38.9% | -62.7% |
| 3M | +700.8% | -84.9% | +785.7% | +325.1% |
| 6M | +700.8% | -84.9% | +785.7% | +325.1% |
| YTD | +700.8% | -84.9% | +785.7% | +325.1% |
| 1Y | +700.8% | -84.9% | +785.7% | +325.1% |
| 3Y | +700.8% | -84.9% | +785.7% | +325.1% |
| 5Y | +700.8% | -84.9% | +785.7% | +325.1% |
| 10Y | +666.6% | -84.4% | +751.0% | +301.0% |
| All | +2,399.9% | -61.0% | +2,460.8% | +1,020.2% |
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