+1,078.9%
PCAR vs PSKY
-42.2%
+1,121.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.2% | +24.0% | -30.2% | -12.4% |
| 3M | +5.9% | +2.2% | +3.7% | +4.5% |
| 6M | +0.4% | -9.0% | +9.4% | +1.5% |
| YTD | +14.8% | -18.1% | +33.0% | +18.4% |
| 1Y | +30.1% | -25.1% | +55.2% | +35.2% |
| 3Y | +66.7% | -16.3% | +83.0% | +48.3% |
| 5Y | +166.1% | -70.4% | +236.5% | +213.2% |
| 10Y | +353.7% | -74.2% | +427.8% | +347.3% |
| All | +1,078.9% | -42.2% | +1,121.2% | +629.6% |
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