+20.3%
PFE vs PSKY
-30.5%
+50.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.2% |
| 7D | -4.3% | -6.8% | +2.6% | -3.9% |
| 30D | +2.7% | +10.2% | -7.5% | +2.3% |
| 3M | +10.0% | +0.3% | +9.7% | +9.8% |
| 6M | +7.2% | -7.8% | +14.9% | +7.4% |
| YTD | +17.3% | -23.0% | +40.3% | +18.2% |
| 1Y | +20.3% | -31.6% | +52.0% | +23.0% |
| All | +20.3% | -30.5% | +50.8% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling