+245.1%
PAAS vs PSKY
-42.2%
+287.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +6.8% | +24.0% | -17.2% | +1.8% |
| 3M | -2.9% | +2.2% | -5.1% | -3.5% |
| 6M | -16.4% | -9.0% | -7.5% | -15.4% |
| YTD | 0.0% | -18.1% | +18.2% | +3.1% |
| 1Y | +54.3% | -25.1% | +79.4% | +60.2% |
| 3Y | +230.7% | -16.3% | +247.0% | +215.5% |
| 5Y | +111.6% | -70.4% | +182.0% | +141.3% |
| 10Y | +211.7% | -74.2% | +285.9% | +214.7% |
| All | +245.1% | -42.2% | +287.4% | +121.0% |
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