+161.2%
PANW vs PSKY
-18.9%
+180.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.7% |
| 30D | -14.6% | +11.6% | -26.1% | -15.0% |
| 3M | +18.3% | +1.5% | +16.8% | +18.1% |
| 6M | +100.5% | +7.7% | +92.8% | +99.6% |
| YTD | +79.5% | -20.1% | +99.6% | +80.0% |
| 1Y | +66.7% | -38.3% | +105.0% | +68.5% |
| 3Y | +161.2% | -17.7% | +179.0% | +157.3% |
| All | +161.2% | -18.9% | +180.2% | +157.3% |
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