+39.4%
PPL vs PSKY
-70.3%
+109.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | +0.5% | +24.0% | -23.5% | -0.9% |
| 3M | +0.7% | +2.2% | -1.5% | +0.4% |
| 6M | -7.6% | -9.0% | +1.4% | -7.3% |
| YTD | +1.8% | -18.1% | +20.0% | +2.7% |
| 1Y | -0.8% | -25.1% | +24.3% | +0.4% |
| 3Y | +56.9% | -16.3% | +73.2% | +54.0% |
| All | +39.4% | -70.3% | +109.8% | +46.9% |
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