+11.1%
OMC vs PSKY
-20.6%
+31.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -6.2% | -6.0% | -0.3% | -5.6% |
| 30D | -7.6% | +10.7% | -18.2% | -8.7% |
| 3M | +7.4% | +1.2% | +6.2% | +7.1% |
| 6M | +0.1% | +1.5% | -1.3% | -0.4% |
| YTD | +0.4% | -21.8% | +22.2% | +2.3% |
| 1Y | +7.8% | -30.2% | +37.9% | +10.4% |
| All | +11.1% | -20.6% | +31.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling