+2,802.6%
MULL vs PSKY
-26.0%
+2,828.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.4% | +12.0% |
| 7D | +17.3% | -0.2% | +17.5% | +17.3% |
| 30D | +23.5% | +24.0% | -0.5% | +21.1% |
| 3M | -24.0% | +2.2% | -26.2% | -23.1% |
| 6M | +276.7% | -9.0% | +285.7% | +283.7% |
| YTD | +565.1% | -18.1% | +583.2% | +616.2% |
| 1Y | +2,802.6% | -25.1% | +2,827.7% | +3,153.8% |
| All | +2,802.6% | -26.0% | +2,828.6% | +3,153.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling