+589.4%
PNC vs PSKY
-42.6%
+632.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.3% | +2.4% | -0.1% | +1.4% |
| 30D | -3.8% | +17.5% | -21.3% | -9.2% |
| 3M | +7.8% | +4.4% | +3.4% | +5.5% |
| 6M | +19.7% | -9.0% | +28.7% | +21.2% |
| YTD | +19.1% | -18.6% | +37.7% | +23.0% |
| 1Y | +23.1% | -27.7% | +50.9% | +29.2% |
| 3Y | +132.1% | -16.9% | +149.0% | +103.4% |
| 5Y | +52.2% | -70.3% | +122.5% | +83.2% |
| 10Y | +271.4% | -74.9% | +346.4% | +280.3% |
| All | +589.4% | -42.6% | +632.0% | +221.6% |
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