+345.8%
PG vs PSKY
-44.8%
+390.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.1% |
| 7D | -2.7% | -6.0% | +3.3% | -2.0% |
| 30D | -1.5% | +10.7% | -12.2% | -2.7% |
| 3M | -3.4% | +1.2% | -4.5% | -3.6% |
| 6M | -7.0% | +1.5% | -8.5% | -7.6% |
| YTD | +2.0% | -21.8% | +23.7% | +3.9% |
| 1Y | -6.5% | -30.2% | +23.7% | -4.2% |
| 3Y | +1.2% | -20.1% | +21.3% | -2.0% |
| 5Y | +12.8% | -70.5% | +83.3% | +20.7% |
| 10Y | +117.7% | -75.2% | +192.9% | +117.7% |
| All | +345.8% | -44.8% | +390.6% | +232.0% |
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