+947.7%
PCAR vs PSKY
-63.1%
+1,010.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.2% |
| 7D | +2.6% | -24.6% | +27.1% | +9.0% |
| 30D | -9.8% | -36.1% | +26.3% | +0.2% |
| 3M | +15.1% | -53.4% | +68.4% | +27.0% |
| 6M | +15.1% | -53.4% | +68.4% | +27.0% |
| YTD | +15.1% | -53.4% | +68.4% | +27.0% |
| 1Y | +19.3% | -58.4% | +77.7% | +36.5% |
| 3Y | +45.4% | -40.7% | +86.0% | +30.6% |
| 5Y | +129.8% | -80.0% | +209.8% | +176.5% |
| 10Y | +320.1% | -84.4% | +404.5% | +345.6% |
| All | +947.7% | -63.1% | +1,010.8% | +576.8% |
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