-42.7%
PSKY vs ES
+40.1%
-82.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.9% |
| 7D | -24.6% | +1.7% | -26.3% | -24.7% |
| 30D | -36.1% | -1.0% | -35.1% | -36.1% |
| 3M | -53.4% | -4.1% | -49.3% | -53.6% |
| 6M | -53.4% | -4.1% | -49.3% | -53.6% |
| YTD | -53.4% | -4.1% | -49.3% | -53.6% |
| 1Y | -58.4% | -2.0% | -56.4% | -58.9% |
| All | -42.7% | +40.1% | -82.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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