-52.9%
PSKY vs GWRE
+736.4%
-789.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -6.0% | -30.9% | +25.0% | +2.4% |
| 30D | +10.7% | -20.7% | +31.4% | +16.1% |
| 3M | +1.2% | +20.2% | -19.0% | -5.5% |
| 6M | +1.5% | -11.9% | +13.3% | +1.4% |
| YTD | -21.8% | -30.3% | +8.5% | -17.3% |
| 1Y | -30.2% | -44.6% | +14.5% | -21.8% |
| 3Y | -20.1% | +48.8% | -68.9% | -36.3% |
| 5Y | -70.5% | +14.8% | -85.3% | -75.5% |
| 10Y | -75.2% | +128.1% | -203.3% | -83.4% |
| All | -52.9% | +736.4% | -789.3% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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