+2.9%
PCG vs PSKY
-27.1%
+30.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | +5.4% | +2.4% | +3.0% | +5.4% |
| 30D | -15.1% | +17.5% | -32.6% | -15.5% |
| 3M | -9.8% | +4.4% | -14.3% | -10.0% |
| 6M | -18.0% | -9.0% | -9.0% | -17.7% |
| YTD | -7.2% | -18.6% | +11.4% | -6.0% |
| 1Y | +2.9% | -27.7% | +30.6% | +5.5% |
| All | +2.9% | -27.1% | +30.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling