+259.6%
PFE vs PSKY
-63.1%
+322.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.2% |
| 7D | +4.6% | -24.6% | +29.2% | +8.1% |
| 30D | +6.7% | -36.1% | +42.8% | +12.8% |
| 3M | +28.6% | -53.4% | +82.0% | +37.8% |
| 6M | +28.6% | -53.4% | +82.0% | +37.8% |
| YTD | +28.6% | -53.4% | +82.0% | +37.8% |
| 1Y | +30.6% | -58.4% | +89.0% | +42.5% |
| 3Y | +7.8% | -40.7% | +48.5% | +5.2% |
| 5Y | -7.1% | -80.0% | +72.9% | +4.5% |
| 10Y | +50.4% | -84.4% | +134.8% | +58.9% |
| All | +259.6% | -63.1% | +322.7% | +184.0% |
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 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