+30.9%
PL vs PSKY
-78.0%
+108.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -6.2% |
| 7D | -21.1% | -24.6% | +3.5% | -18.8% |
| 30D | -16.3% | -36.1% | +19.8% | -12.6% |
| 3M | +1.3% | -53.8% | +55.1% | +5.2% |
| 6M | +1.3% | -53.8% | +55.1% | +5.2% |
| YTD | +1.3% | -53.8% | +55.1% | +5.2% |
| 1Y | +2.5% | -58.4% | +60.8% | +10.3% |
| 3Y | +492.1% | -40.7% | +532.8% | +422.6% |
| All | +30.9% | -78.0% | +108.9% | +40.7% |
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