+330.8%
PBF vs PSKY
-61.2%
+392.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +22.0% | +24.0% | -2.0% | +13.6% |
| 3M | +74.5% | +2.2% | +72.3% | +71.7% |
| 6M | +67.7% | -9.0% | +76.7% | +69.2% |
| YTD | +179.2% | -18.1% | +197.3% | +187.2% |
| 1Y | +170.0% | -25.1% | +195.1% | +179.3% |
| 3Y | +66.4% | -16.3% | +82.7% | +43.8% |
| 5Y | +764.5% | -70.4% | +834.9% | +975.5% |
| 10Y | +358.5% | -74.2% | +432.7% | +308.0% |
| All | +330.8% | -61.2% | +392.0% | +213.9% |
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