+245.9%
PFE vs PSKY
-42.2%
+288.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +10.2% | +24.0% | -13.7% | +6.6% |
| 3M | +12.7% | +2.2% | +10.5% | +12.1% |
| 6M | +10.5% | -9.0% | +19.5% | +11.3% |
| YTD | +20.2% | -18.1% | +38.3% | +22.4% |
| 1Y | +24.1% | -25.1% | +49.2% | +27.0% |
| 3Y | -3.6% | -16.3% | +12.8% | -7.7% |
| 5Y | -20.9% | -70.4% | +49.5% | -13.3% |
| 10Y | +35.8% | -74.2% | +110.0% | +36.3% |
| All | +245.9% | -42.2% | +288.1% | +163.5% |
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 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