+233.2%
OMC vs PSKY
-42.6%
+275.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -5.8% | +2.4% | -8.1% | -6.5% |
| 30D | -4.8% | +17.5% | -22.3% | -9.2% |
| 3M | +9.2% | +4.4% | +4.8% | +7.5% |
| 6M | -2.5% | -9.0% | +6.5% | -1.0% |
| YTD | +2.6% | -18.6% | +21.2% | +6.4% |
| 1Y | +5.9% | -27.7% | +33.7% | +11.6% |
| 3Y | +14.2% | -16.9% | +31.1% | +4.9% |
| 5Y | +33.2% | -70.3% | +103.5% | +57.9% |
| 10Y | +33.4% | -74.9% | +108.4% | +43.4% |
| All | +233.2% | -42.6% | +275.8% | +122.4% |
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