+1,257.9%
PGR vs PSKY
-43.6%
+1,301.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | +4.9% | +11.6% | -6.6% | +2.7% |
| 3M | +7.6% | +1.5% | +6.1% | +7.0% |
| 6M | +8.3% | +7.7% | +0.5% | +5.8% |
| YTD | +1.7% | -20.1% | +21.8% | +4.4% |
| 1Y | -6.8% | -38.3% | +31.4% | -0.4% |
| 3Y | +73.4% | -17.7% | +91.2% | +62.5% |
| 5Y | +161.2% | -69.9% | +231.1% | +188.4% |
| 10Y | +819.5% | -74.7% | +894.2% | +813.1% |
| All | +1,257.9% | -43.6% | +1,301.5% | +662.1% |
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