+572.2%
PBR vs PSKY
-71.2%
+643.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | +4.2% | -6.0% | +10.2% | +4.8% |
| 30D | +22.7% | +10.7% | +12.1% | +21.6% |
| 3M | +21.5% | +1.2% | +20.4% | +21.2% |
| 6M | +24.0% | +1.5% | +22.5% | +23.3% |
| YTD | +88.2% | -21.8% | +110.0% | +91.3% |
| 1Y | +74.8% | -30.2% | +105.0% | +79.0% |
| 3Y | +105.1% | -20.1% | +125.2% | +101.7% |
| 5Y | +572.2% | -70.5% | +642.8% | +712.4% |
| All | +572.2% | -71.2% | +643.4% | +712.4% |
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