+878.7%
PM vs PSKY
-50.8%
+929.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +3.1% |
| 7D | +2.0% | -24.6% | +26.6% | +4.5% |
| 30D | +6.2% | -36.1% | +42.3% | +10.6% |
| 3M | +37.0% | -53.8% | +90.9% | +43.1% |
| 6M | +37.0% | -53.8% | +90.9% | +43.1% |
| YTD | +37.0% | -53.8% | +90.9% | +43.1% |
| 1Y | +36.2% | -58.4% | +94.6% | +44.4% |
| 3Y | +149.2% | -40.7% | +189.9% | +137.7% |
| 5Y | +162.5% | -80.0% | +242.6% | +186.9% |
| 10Y | +250.1% | -84.4% | +334.5% | +257.1% |
| All | +878.7% | -50.8% | +929.5% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling