+3,722.6%
PANW vs PSKY
-57.2%
+3,779.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +2.0% | -6.0% | +8.0% | +2.9% |
| 30D | -11.8% | +10.7% | -22.5% | -13.3% |
| 3M | +28.6% | +1.2% | +27.4% | +28.0% |
| 6M | +104.4% | +1.5% | +102.9% | +102.8% |
| YTD | +83.8% | -21.8% | +105.5% | +88.4% |
| 1Y | +71.5% | -30.2% | +101.7% | +77.3% |
| 3Y | +172.2% | -20.1% | +192.3% | +160.4% |
| 5Y | +332.2% | -70.5% | +402.7% | +382.6% |
| 10Y | +1,306.4% | -75.2% | +1,381.6% | +1,280.2% |
| All | +3,722.6% | -57.2% | +3,779.7% | +3,484.9% |
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