+71.6%
MUB vs PSKY
-65.7%
+137.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | -0.4% |
| 7D | +1.3% | -24.6% | +25.8% | -0.4% |
| 30D | -0.5% | -36.1% | +35.7% | -3.1% |
| 3M | +19.7% | -85.1% | +104.8% | +13.6% |
| 6M | +19.7% | -85.1% | +104.8% | +13.6% |
| YTD | +19.7% | -85.1% | +104.8% | +13.6% |
| 1Y | +19.7% | -85.1% | +104.8% | +13.6% |
| 3Y | +19.7% | -85.1% | +104.8% | +13.6% |
| 5Y | +19.7% | -85.1% | +104.8% | +13.6% |
| 10Y | +18.0% | -84.4% | +102.4% | +12.0% |
| All | +71.6% | -65.7% | +137.3% | +60.5% |
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