+36.6%
ORLY vs PSKY
-18.9%
+55.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | -6.8% | +11.6% | -18.3% | -7.0% |
| 3M | -4.8% | +1.5% | -6.3% | -4.8% |
| 6M | -9.1% | +7.7% | -16.8% | -9.3% |
| YTD | -5.9% | -20.1% | +14.2% | -5.7% |
| 1Y | -20.4% | -38.3% | +17.9% | -19.9% |
| 3Y | +36.6% | -17.7% | +54.3% | +35.2% |
| All | +36.6% | -18.9% | +55.5% | +35.2% |
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