+715.7%
O vs PSKY
-42.2%
+757.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -1.9% | +24.0% | -25.9% | -7.1% |
| 3M | +3.8% | +2.2% | +1.7% | +2.8% |
| 6M | -4.7% | -9.0% | +4.2% | -3.8% |
| YTD | +12.5% | -18.1% | +30.6% | +15.5% |
| 1Y | +10.8% | -25.1% | +35.9% | +14.6% |
| 3Y | +28.8% | -16.3% | +45.1% | +17.7% |
| 5Y | +13.2% | -70.4% | +83.6% | +29.5% |
| 10Y | +53.5% | -74.2% | +127.6% | +49.2% |
| All | +715.7% | -42.2% | +757.9% | +318.3% |
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