+378.1%
PEG vs PSKY
-63.1%
+441.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +2.5% |
| 7D | -1.1% | -24.6% | +23.5% | +2.5% |
| 30D | +0.8% | -36.1% | +36.9% | +7.0% |
| 3M | +28.0% | -39.9% | +67.9% | +33.5% |
| 6M | +28.0% | -39.9% | +67.9% | +33.5% |
| YTD | +28.0% | -39.9% | +67.9% | +33.5% |
| 1Y | +28.0% | -39.9% | +67.9% | +33.5% |
| 3Y | +29.5% | -40.7% | +70.2% | +34.7% |
| 5Y | +36.1% | -80.0% | +116.2% | +65.7% |
| 10Y | +146.3% | -84.4% | +230.7% | +175.4% |
| All | +378.1% | -63.1% | +441.2% | +290.4% |
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 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