+323.0%
PEP vs PSKY
-42.2%
+365.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | +24.0% | -23.7% | -2.1% |
| 3M | -1.1% | +2.2% | -3.3% | -1.5% |
| 6M | -13.5% | -9.0% | -4.5% | -13.0% |
| YTD | -1.2% | -18.1% | +17.0% | +0.1% |
| 1Y | -1.6% | -25.1% | +23.5% | +0.1% |
| 3Y | -12.5% | -16.3% | +3.8% | -15.4% |
| 5Y | +3.0% | -70.4% | +73.4% | +10.1% |
| 10Y | +73.9% | -74.2% | +148.1% | +71.8% |
| All | +323.0% | -42.2% | +365.2% | +244.4% |
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