+1,131.1%
ON vs PSKY
-63.1%
+1,194.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -0.3% |
| 7D | -7.1% | -24.6% | +17.5% | +2.6% |
| 30D | +0.5% | -36.1% | +36.7% | +17.6% |
| 3M | +6.9% | -39.9% | +46.8% | +19.7% |
| 6M | +6.9% | -39.9% | +46.8% | +19.7% |
| YTD | +6.9% | -39.9% | +46.8% | +19.7% |
| 1Y | +6.9% | -39.9% | +46.8% | +19.7% |
| 3Y | -21.5% | -40.7% | +19.2% | -12.8% |
| 5Y | +66.2% | -80.0% | +146.2% | +173.0% |
| 10Y | +521.4% | -84.4% | +605.8% | +800.9% |
| All | +1,131.1% | -63.1% | +1,194.2% | +995.4% |
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