-16.9%
POET vs PSKY
-19.5%
+2.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +17.0% | +2.4% | +14.7% | +16.6% |
| 30D | -6.7% | +17.5% | -24.3% | -9.1% |
| 3M | -32.3% | +4.4% | -36.8% | -32.9% |
| 6M | +32.3% | -9.0% | +41.3% | +34.0% |
| YTD | +31.3% | -18.6% | +49.9% | +34.2% |
| 1Y | +55.3% | -27.7% | +83.0% | +60.7% |
| 3Y | +136.8% | -16.9% | +153.6% | +127.3% |
| 5Y | -2.2% | -70.3% | +68.0% | +8.3% |
| 10Y | +34.0% | -74.9% | +109.0% | +37.6% |
| All | -16.9% | -19.5% | +2.6% | -3.4% |
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