+73.9%
MUB vs PSKY
-46.4%
+120.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.4% | +24.0% | -25.4% | -1.6% |
| 3M | -2.2% | +2.2% | -4.3% | -2.2% |
| 6M | -1.9% | -9.0% | +7.1% | -1.8% |
| YTD | -0.8% | -18.1% | +17.4% | -0.7% |
| 1Y | +2.7% | -25.1% | +27.8% | +2.9% |
| 3Y | +8.6% | -16.3% | +24.9% | +8.3% |
| 5Y | +2.0% | -70.4% | +72.4% | +2.5% |
| 10Y | +17.9% | -74.2% | +92.1% | +17.0% |
| All | +73.9% | -46.4% | +120.3% | +70.1% |
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 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