+787.7%
PSA vs PSKY
-42.2%
+830.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -7.7% | +24.0% | -31.7% | -12.6% |
| 3M | -0.6% | +2.2% | -2.8% | -1.5% |
| 6M | -0.9% | -9.0% | +8.1% | +0.2% |
| YTD | +18.7% | -18.1% | +36.8% | +22.0% |
| 1Y | +7.6% | -25.1% | +32.7% | +11.4% |
| 3Y | +23.7% | -16.3% | +40.0% | +14.1% |
| 5Y | +13.7% | -70.4% | +84.0% | +29.8% |
| 10Y | +98.9% | -74.2% | +173.0% | +92.8% |
| All | +787.7% | -42.2% | +830.0% | +359.1% |
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