+8.8%
MUB vs PSKY
-12.8%
+21.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | -1.5% | +17.5% | -19.1% | -1.7% |
| 3M | -1.9% | +4.4% | -6.4% | -2.0% |
| 6M | -1.7% | -9.0% | +7.3% | -1.7% |
| YTD | -0.8% | -18.6% | +17.8% | -0.7% |
| 1Y | +1.5% | -27.7% | +29.2% | +1.7% |
| 3Y | +8.8% | -16.9% | +25.6% | +7.1% |
| All | +8.8% | -12.8% | +21.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling