+20.3%
PSA vs PSKY
-21.8%
+42.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.0% | -1.9% |
| 7D | -2.2% | -6.8% | +4.6% | -1.7% |
| 30D | -9.6% | +10.2% | -19.8% | -10.2% |
| 3M | -7.9% | +0.3% | -8.2% | -8.0% |
| 6M | -2.0% | -7.8% | +5.8% | -1.7% |
| YTD | +15.7% | -23.0% | +38.7% | +17.3% |
| 1Y | +5.8% | -31.6% | +37.4% | +7.8% |
| All | +20.3% | -21.8% | +42.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling