-85.4%
PSKY vs ARWR
+1,215.3%
-1,300.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | -4.7% |
| 7D | -24.6% | -10.9% | -13.6% | -24.3% |
| 30D | -36.1% | -30.7% | -5.4% | -35.6% |
| 3M | -54.8% | +35.0% | -89.8% | -56.7% |
| 6M | -54.8% | +35.0% | -89.8% | -56.7% |
| YTD | -54.8% | +35.0% | -89.8% | -56.7% |
| 1Y | -58.4% | +43.4% | -101.8% | -60.5% |
| 3Y | -40.7% | +110.9% | -151.5% | -49.2% |
| 5Y | -80.0% | -15.5% | -64.5% | -81.7% |
| All | -85.4% | +1,215.3% | -1,300.7% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling