+2,444.0%
MULL vs PSKY
-2.4%
+2,446.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | +14.0% | +2.4% | +11.6% | +13.7% |
| 30D | +24.8% | +17.5% | +7.3% | +23.1% |
| 3M | -16.1% | +4.4% | -20.5% | -16.2% |
| 6M | +330.9% | -9.0% | +339.9% | +334.9% |
| YTD | +545.0% | -18.6% | +563.6% | +563.8% |
| 1Y | +2,427.1% | -27.7% | +2,454.9% | +2,548.5% |
| All | +2,444.0% | -2.4% | +2,446.4% | +2,245.3% |
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