+604.3%
MTUM vs PSKY
-70.0%
+674.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -2.4% | +11.6% | -14.0% | -3.8% |
| 3M | -3.6% | +1.5% | -5.2% | -4.1% |
| 6M | +23.7% | +7.7% | +16.0% | +21.9% |
| YTD | +22.9% | -20.1% | +43.0% | +25.1% |
| 1Y | +21.8% | -38.3% | +60.0% | +27.5% |
| 3Y | +114.4% | -17.7% | +132.2% | +105.9% |
| 5Y | +79.6% | -69.9% | +149.4% | +97.2% |
| 10Y | +356.2% | -74.7% | +431.0% | +339.8% |
| All | +604.3% | -70.0% | +674.4% | +544.3% |
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 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