+15.2%
PLD vs PSKY
-70.3%
+85.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -2.4% | +24.0% | -26.4% | -4.8% |
| 3M | -3.8% | +2.2% | -6.0% | -4.2% |
| 6M | 0.0% | -9.0% | +9.0% | +0.6% |
| YTD | +9.2% | -18.1% | +27.4% | +10.9% |
| 1Y | +25.9% | -25.1% | +51.0% | +28.4% |
| 3Y | +21.3% | -16.3% | +37.6% | +17.7% |
| All | +15.2% | -70.3% | +85.6% | +23.7% |
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