+17.4%
PM vs PSKY
-26.0%
+43.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.4% | +24.0% | -27.4% | -4.1% |
| 3M | +5.2% | +2.2% | +3.0% | +4.9% |
| 6M | +3.7% | -9.0% | +12.7% | +4.0% |
| YTD | +15.8% | -18.1% | +33.9% | +18.2% |
| 1Y | +17.4% | -25.1% | +42.5% | +19.7% |
| All | +17.4% | -26.0% | +43.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling