+291.1%
P vs PSKY
-70.7%
+361.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +7.8% | +2.4% | +5.5% | +7.5% |
| 30D | +12.3% | +17.5% | -5.2% | +10.1% |
| 3M | +37.1% | +4.4% | +32.7% | +36.1% |
| 6M | +66.1% | -9.0% | +75.1% | +67.0% |
| YTD | +50.9% | -18.6% | +69.5% | +53.5% |
| 1Y | +27.2% | -27.7% | +54.9% | +31.1% |
| 3Y | +158.7% | -16.9% | +175.5% | +150.7% |
| 5Y | +291.1% | -70.3% | +361.4% | +364.8% |
| All | +291.1% | -70.7% | +361.8% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling