-52.2%
PSKY vs INDA
+111.6%
-163.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.3% |
| 7D | +2.4% | -1.0% | +3.4% | +2.9% |
| 30D | +17.5% | -2.5% | +20.1% | +19.1% |
| 3M | +4.4% | +4.0% | +0.5% | +2.3% |
| 6M | -9.0% | -1.8% | -7.2% | -8.4% |
| YTD | -18.6% | -9.2% | -9.4% | -14.8% |
| 1Y | -27.7% | -7.2% | -20.5% | -25.2% |
| 3Y | -16.9% | +9.8% | -26.7% | -21.5% |
| 5Y | -70.3% | +7.5% | -77.8% | -71.6% |
| 10Y | -74.9% | +80.8% | -155.7% | -82.0% |
| All | -52.2% | +111.6% | -163.8% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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