+5.3%
PPG vs PSKY
-26.0%
+31.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.0% | +24.0% | -28.9% | -5.8% |
| 3M | +1.1% | +2.2% | -1.0% | +0.8% |
| 6M | -3.2% | -9.0% | +5.8% | -3.3% |
| YTD | +11.9% | -18.1% | +30.0% | +12.3% |
| 1Y | +5.3% | -25.1% | +30.4% | +5.5% |
| All | +5.3% | -26.0% | +31.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling