+54.5%
PCG vs PSKY
-70.3%
+124.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.5% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -16.9% | +24.0% | -40.8% | -18.1% |
| 3M | -14.7% | +2.2% | -16.9% | -15.0% |
| 6M | -23.8% | -9.0% | -14.8% | -23.6% |
| YTD | -10.5% | -18.1% | +7.6% | -9.7% |
| 1Y | -5.1% | -25.1% | +20.0% | -3.9% |
| 3Y | -11.6% | -16.3% | +4.7% | -13.8% |
| All | +54.5% | -70.3% | +124.8% | +78.4% |
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