+15.3%
O vs PSKY
-71.8%
+87.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.1% |
| 7D | -2.3% | -6.8% | +4.6% | -1.8% |
| 30D | -2.4% | +10.2% | -12.7% | -3.1% |
| 3M | -0.6% | +0.3% | -0.9% | -0.7% |
| 6M | -5.0% | -7.8% | +2.8% | -4.7% |
| YTD | +10.4% | -23.0% | +33.4% | +11.8% |
| 1Y | +6.6% | -31.6% | +38.2% | +8.5% |
| 3Y | +28.4% | -21.3% | +49.7% | +26.4% |
| 5Y | +15.3% | -71.5% | +86.7% | +22.8% |
| All | +15.3% | -71.8% | +87.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling