+439.9%
PBR vs PSKY
-42.6%
+482.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +2.5% | +2.4% | +0.1% | +1.6% |
| 30D | +19.4% | +17.5% | +1.9% | +12.3% |
| 3M | +20.8% | +4.4% | +16.3% | +17.9% |
| 6M | +23.5% | -9.0% | +32.5% | +24.4% |
| YTD | +83.4% | -18.6% | +102.0% | +89.4% |
| 1Y | +77.6% | -27.7% | +105.3% | +87.5% |
| 3Y | +99.9% | -16.9% | +116.7% | +73.4% |
| 5Y | +567.7% | -70.3% | +638.0% | +686.7% |
| 10Y | +621.5% | -74.9% | +696.5% | +619.8% |
| All | +439.9% | -42.6% | +482.4% | +202.8% |
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 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