+389.8%
PBF vs PSKY
-75.2%
+465.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.6% |
| 7D | +0.3% | -24.6% | +24.9% | +6.8% |
| 30D | +20.1% | -36.1% | +56.2% | +32.8% |
| 3M | +109.8% | -37.1% | +146.9% | +122.3% |
| 6M | +100.3% | -40.5% | +140.9% | +115.2% |
| YTD | +217.4% | -47.7% | +265.1% | +247.8% |
| 1Y | +204.8% | -58.4% | +263.2% | +258.5% |
| 3Y | +92.9% | -40.7% | +133.5% | +69.5% |
| 5Y | +503.6% | -80.0% | +583.7% | +672.4% |
| 10Y | +453.4% | -84.4% | +537.8% | +438.6% |
| All | +389.8% | -75.2% | +465.0% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling