-27.7%
PSKY vs M
+31.9%
-59.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.3% |
| 7D | +2.4% | +2.4% | 0.0% | +2.1% |
| 30D | +17.5% | -11.6% | +29.1% | +18.9% |
| 3M | +4.4% | +1.6% | +2.8% | +3.8% |
| 6M | -9.0% | +25.2% | -34.2% | -10.9% |
| YTD | -18.6% | +3.8% | -22.3% | -19.5% |
| 1Y | -27.7% | +36.3% | -64.1% | -35.2% |
| All | -27.7% | +31.9% | -59.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling