+1,171.5%
ON vs PSKY
-42.2%
+1,213.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -3.3% | +24.0% | -27.3% | -11.2% |
| 3M | -43.6% | +2.2% | -45.7% | -44.6% |
| 6M | +19.0% | -9.0% | +27.9% | +20.1% |
| YTD | +37.4% | -18.1% | +55.5% | +41.6% |
| 1Y | +54.8% | -25.1% | +79.9% | +60.3% |
| 3Y | -25.2% | -16.3% | -8.8% | -35.1% |
| 5Y | +62.7% | -70.4% | +133.1% | +105.0% |
| 10Y | +574.3% | -74.2% | +648.5% | +609.3% |
| All | +1,171.5% | -42.2% | +1,213.7% | +746.5% |
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