-40.0%
PSKY vs GPC
+9.1%
-49.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.2% | -4.9% |
| 7D | -24.6% | +5.5% | -30.0% | -25.4% |
| 30D | -36.1% | +0.6% | -36.7% | -36.2% |
| 3M | -53.4% | +9.6% | -63.0% | -54.4% |
| 6M | -53.4% | +9.6% | -63.0% | -54.4% |
| YTD | -53.4% | +9.6% | -63.0% | -54.4% |
| 1Y | -58.4% | +3.8% | -62.1% | -58.6% |
| All | -40.0% | +9.1% | -49.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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