+801.9%
PBF vs PSKY
-71.8%
+873.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.0% | +0.2% |
| 7D | +1.4% | -6.8% | +8.2% | +2.1% |
| 30D | +15.8% | +10.2% | +5.6% | +14.6% |
| 3M | +90.3% | +0.3% | +90.0% | +90.0% |
| 6M | +102.8% | -7.8% | +110.6% | +103.6% |
| YTD | +187.3% | -23.0% | +210.3% | +193.8% |
| 1Y | +161.8% | -31.6% | +193.5% | +169.9% |
| 3Y | +55.5% | -21.3% | +76.8% | +50.5% |
| 5Y | +801.9% | -71.5% | +873.4% | +1,198.4% |
| All | +801.9% | -71.8% | +873.8% | +1,198.4% |
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