+125.1%
PM vs PSKY
-70.7%
+195.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | -2.6% | +17.5% | -20.1% | -3.6% |
| 3M | +5.8% | +4.4% | +1.3% | +5.4% |
| 6M | +10.6% | -9.0% | +19.6% | +10.9% |
| YTD | +17.2% | -18.6% | +35.8% | +18.3% |
| 1Y | +17.6% | -27.7% | +45.4% | +19.4% |
| 3Y | +124.3% | -16.9% | +141.1% | +120.1% |
| 5Y | +125.1% | -70.3% | +195.3% | +145.0% |
| All | +125.1% | -70.7% | +195.8% | +145.0% |
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