+102.6%
PBR vs PSKY
-18.9%
+121.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | +5.4% | -2.4% | +7.8% | +5.5% |
| 30D | +22.9% | +11.6% | +11.3% | +21.8% |
| 3M | +19.6% | +1.5% | +18.1% | +19.4% |
| 6M | +16.5% | +7.7% | +8.8% | +15.3% |
| YTD | +86.7% | -20.1% | +106.8% | +89.7% |
| 1Y | +74.7% | -38.3% | +113.0% | +81.7% |
| 3Y | +102.6% | -17.7% | +120.3% | +105.8% |
| All | +102.6% | -18.9% | +121.5% | +105.8% |
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