-22.2%
PFE vs PSKY
-70.7%
+48.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -2.7% | +2.4% | -5.0% | -2.8% |
| 30D | +3.8% | +17.5% | -13.7% | +2.7% |
| 3M | +10.4% | +4.4% | +5.9% | +9.9% |
| 6M | +6.3% | -9.0% | +15.3% | +6.7% |
| YTD | +17.4% | -18.6% | +36.0% | +18.5% |
| 1Y | +21.1% | -27.7% | +48.9% | +22.8% |
| 3Y | -1.6% | -16.9% | +15.3% | -3.7% |
| 5Y | -22.2% | -70.3% | +48.1% | -16.6% |
| All | -22.2% | -70.7% | +48.5% | -16.6% |
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