+485.4%
P vs PSKY
-67.2%
+552.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +18.8% | +24.0% | -5.1% | +13.9% |
| 3M | +26.7% | +2.2% | +24.6% | +25.9% |
| 6M | +62.2% | -9.0% | +71.1% | +63.6% |
| YTD | +48.5% | -18.1% | +66.6% | +51.9% |
| 1Y | +26.4% | -25.1% | +51.5% | +30.8% |
| 3Y | +159.4% | -16.3% | +175.7% | +144.2% |
| 5Y | +275.8% | -70.4% | +346.2% | +337.6% |
| 10Y | +732.0% | -74.2% | +806.2% | +621.5% |
| All | +485.4% | -67.2% | +552.6% | +463.8% |
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 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