+122.9%
PCAR vs PSKY
-78.1%
+201.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | -0.1% |
| 7D | +2.6% | -24.6% | +27.1% | +1.8% |
| 30D | -9.8% | -36.1% | +26.3% | -11.1% |
| 3M | +14.9% | -54.8% | +69.7% | +13.4% |
| 6M | +14.9% | -54.8% | +69.7% | +13.4% |
| YTD | +14.9% | -54.8% | +69.7% | +13.4% |
| 1Y | +19.3% | -58.4% | +77.7% | +18.7% |
| 3Y | +45.4% | -40.7% | +86.0% | +33.9% |
| All | +122.9% | -78.1% | +201.0% | +141.1% |
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 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