-77.1%
PATH vs PSKY
-78.3%
+1.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -4.7% |
| 7D | -4.7% | -24.6% | +19.9% | +3.2% |
| 30D | -12.3% | -36.1% | +23.8% | +0.4% |
| 3M | -10.0% | -52.6% | +42.6% | +8.2% |
| 6M | -10.0% | -52.6% | +42.6% | +8.2% |
| YTD | -10.0% | -52.6% | +42.6% | +8.2% |
| 1Y | -19.3% | -58.4% | +39.0% | +1.5% |
| 3Y | -20.7% | -40.7% | +20.0% | -23.6% |
| All | -77.1% | -78.3% | +1.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling