+263.7%
PR vs PSKY
-78.6%
+342.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +3.7% |
| 7D | +6.8% | -24.6% | +31.3% | +4.6% |
| 30D | +4.2% | -36.1% | +40.3% | +0.5% |
| 3M | +109.8% | -53.4% | +163.1% | +103.0% |
| 6M | +109.8% | -53.4% | +163.1% | +103.0% |
| YTD | +109.8% | -53.4% | +163.1% | +103.0% |
| 1Y | +110.5% | -58.4% | +168.8% | +107.3% |
| 3Y | +84.8% | -40.7% | +125.5% | +60.6% |
| All | +263.7% | -78.6% | +342.3% | +279.3% |
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