+56.9%
ON vs PSKY
-71.8%
+128.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +1.0% |
| 7D | -1.9% | -6.8% | +5.0% | -0.5% |
| 30D | -11.0% | +10.2% | -21.3% | -13.0% |
| 3M | -39.3% | +0.3% | -39.6% | -39.7% |
| 6M | +19.8% | -7.8% | +27.6% | +20.6% |
| YTD | +31.1% | -23.0% | +54.0% | +36.0% |
| 1Y | +46.0% | -31.6% | +77.6% | +53.2% |
| 3Y | -27.5% | -21.3% | -6.2% | -31.8% |
| 5Y | +56.9% | -71.5% | +128.4% | +101.1% |
| All | +56.9% | -71.8% | +128.7% | +101.1% |
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