-1.9%
POET vs PSKY
-70.1%
+68.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | -10.4% | +11.6% | -22.0% | -11.4% |
| 3M | -29.3% | +1.5% | -30.9% | -29.5% |
| 6M | +6.9% | +7.7% | -0.9% | +6.2% |
| YTD | +25.6% | -20.1% | +45.7% | +27.8% |
| 1Y | +49.2% | -38.3% | +87.4% | +56.1% |
| 3Y | +128.4% | -17.7% | +146.2% | +128.1% |
| All | -1.9% | -70.1% | +68.3% | +23.1% |
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