+454.0%
PPG vs PSKY
-44.8%
+498.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.4% |
| 7D | -5.1% | -6.0% | +0.8% | -3.6% |
| 30D | -9.6% | +10.7% | -20.2% | -12.1% |
| 3M | -6.4% | +1.2% | -7.6% | -7.1% |
| 6M | +0.5% | +1.5% | -1.0% | -1.1% |
| YTD | +4.4% | -21.8% | +26.2% | +8.9% |
| 1Y | -0.9% | -30.2% | +29.3% | +4.7% |
| 3Y | -17.0% | -20.1% | +3.1% | -23.3% |
| 5Y | -23.7% | -70.5% | +46.9% | -10.6% |
| 10Y | +25.9% | -75.2% | +101.1% | +29.1% |
| All | +454.0% | -44.8% | +498.8% | +256.0% |
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