+82.3%
PL vs PSKY
-70.3%
+152.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -18.9% | +24.0% | -42.9% | -24.0% |
| 3M | -58.4% | +2.2% | -60.5% | -58.6% |
| 6M | -30.3% | -9.0% | -21.3% | -28.6% |
| YTD | -8.1% | -18.1% | +10.0% | -4.3% |
| 1Y | +180.5% | -25.1% | +205.6% | +196.5% |
| 3Y | +444.1% | -16.3% | +460.5% | +411.8% |
| All | +82.3% | -70.3% | +152.6% | +109.2% |
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