+1,498.5%
ORCL vs PSKY
-42.2%
+1,540.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | +5.3% | -0.2% | +5.4% | +5.3% |
| 30D | +10.0% | +24.0% | -14.0% | +5.4% |
| 3M | -32.6% | +2.2% | -34.8% | -33.0% |
| 6M | +4.9% | -9.0% | +13.9% | +6.4% |
| YTD | -17.8% | -18.1% | +0.4% | -15.5% |
| 1Y | -28.0% | -25.1% | -2.9% | -25.9% |
| 3Y | +36.0% | -16.3% | +52.4% | +26.8% |
| 5Y | +88.7% | -70.4% | +159.1% | +112.5% |
| 10Y | +346.9% | -74.2% | +421.1% | +349.5% |
| All | +1,498.5% | -42.2% | +1,540.8% | +1,160.5% |
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