+31.5%
ORCL vs PSKY
-13.9%
+45.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +5.3% | -0.2% | +5.4% | +5.3% |
| 30D | +10.0% | +24.0% | -14.0% | +9.3% |
| 3M | -32.6% | +2.2% | -34.8% | -32.7% |
| 6M | +4.9% | -9.0% | +13.9% | +4.7% |
| YTD | -17.8% | -18.1% | +0.4% | -18.0% |
| 1Y | -28.0% | -25.1% | -2.9% | -28.3% |
| All | +31.5% | -13.9% | +45.4% | +30.5% |
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 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