+0.7%
PFE vs PSKY
-13.9%
+14.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +10.2% | +24.0% | -13.7% | +8.5% |
| 3M | +12.7% | +2.2% | +10.5% | +12.3% |
| 6M | +10.5% | -9.0% | +19.5% | +11.0% |
| YTD | +20.2% | -18.1% | +38.3% | +21.4% |
| 1Y | +24.1% | -25.1% | +49.2% | +25.5% |
| All | +0.7% | -13.9% | +14.5% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling