+37.4%
PEG vs PSKY
-70.1%
+107.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -3.7% | +11.6% | -15.3% | -4.3% |
| 3M | -7.3% | +1.5% | -8.8% | -7.4% |
| 6M | -10.5% | +7.7% | -18.2% | -11.1% |
| YTD | -7.5% | -20.1% | +12.6% | -6.7% |
| 1Y | -8.7% | -38.3% | +29.6% | -6.7% |
| 3Y | +31.4% | -17.7% | +49.1% | +29.5% |
| All | +37.4% | -70.1% | +107.5% | +40.5% |
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 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