+7.0%
PAYX vs PSKY
-18.9%
+25.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.7% |
| 30D | -3.8% | +11.6% | -15.4% | -4.5% |
| 3M | +17.9% | +1.5% | +16.3% | +17.6% |
| 6M | +26.1% | +7.7% | +18.4% | +25.3% |
| YTD | +6.7% | -20.1% | +26.8% | +7.6% |
| 1Y | -10.7% | -38.3% | +27.5% | -8.9% |
| 3Y | +7.0% | -17.7% | +24.7% | +4.2% |
| All | +7.0% | -18.9% | +25.9% | +4.2% |
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