+534.4%
PBF vs PSKY
-78.0%
+612.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.9% |
| 7D | +0.3% | -24.6% | +24.9% | 0.0% |
| 30D | +20.1% | -36.1% | +56.2% | +19.4% |
| 3M | +109.8% | -37.1% | +146.9% | +108.9% |
| 6M | +100.3% | -40.5% | +140.9% | +100.4% |
| YTD | +217.4% | -47.7% | +265.1% | +220.5% |
| 1Y | +204.8% | -58.4% | +263.2% | +215.9% |
| 3Y | +92.9% | -40.7% | +133.5% | +82.3% |
| All | +534.4% | -78.0% | +612.4% | +535.5% |
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 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