+220.4%
PPL vs PSKY
-63.1%
+283.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.8% |
| 7D | +2.7% | -24.6% | +27.2% | +6.7% |
| 30D | +4.1% | -36.1% | +40.2% | +10.9% |
| 3M | -0.2% | -53.4% | +53.2% | +8.4% |
| 6M | -0.2% | -53.4% | +53.2% | +8.4% |
| YTD | -0.2% | -53.4% | +53.2% | +8.4% |
| 1Y | -2.7% | -58.4% | +55.7% | +7.7% |
| 3Y | +60.7% | -40.7% | +101.3% | +56.9% |
| 5Y | +45.0% | -80.0% | +125.0% | +66.2% |
| 10Y | +65.2% | -84.4% | +149.6% | +73.8% |
| All | +220.4% | -63.1% | +283.5% | +147.9% |
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 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