+33.5%
PEG vs PSKY
-78.1%
+111.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +2.1% |
| 7D | -1.1% | -24.6% | +23.5% | +0.3% |
| 30D | +0.8% | -36.1% | +36.9% | +3.2% |
| 3M | -11.5% | -54.8% | +43.3% | -8.3% |
| 6M | -11.5% | -54.8% | +43.3% | -8.3% |
| YTD | -11.5% | -54.8% | +43.3% | -8.3% |
| 1Y | -12.3% | -58.4% | +46.0% | -8.8% |
| 3Y | +29.5% | -40.7% | +70.2% | +29.2% |
| All | +33.5% | -78.1% | +111.6% | +41.1% |
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