-22.7%
PATH vs PSKY
-44.4%
+21.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -5.7% |
| 7D | -4.7% | -24.6% | +19.9% | -1.8% |
| 30D | -12.3% | -36.1% | +23.8% | -7.8% |
| 3M | +18.7% | -37.3% | +56.0% | +23.4% |
| 6M | +21.1% | -40.5% | +61.6% | +27.1% |
| YTD | -21.6% | -47.7% | +26.1% | -16.5% |
| 1Y | -19.3% | -58.4% | +39.0% | -10.7% |
| All | -22.7% | -44.4% | +21.7% | -31.5% |
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