-58.5%
PSKY vs M
+39.5%
-98.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.3% |
| 7D | -24.6% | +5.9% | -30.4% | -26.8% |
| 30D | -36.1% | +7.2% | -43.3% | -38.5% |
| 3M | -85.1% | -2.0% | -83.1% | -85.2% |
| 6M | -85.1% | -2.0% | -83.1% | -85.2% |
| YTD | -85.1% | -2.0% | -83.1% | -85.2% |
| 1Y | -85.1% | -2.0% | -83.1% | -85.2% |
| 3Y | -85.1% | -2.0% | -83.1% | -85.2% |
| 5Y | -85.1% | -2.0% | -83.1% | -85.2% |
| 10Y | -84.4% | +4.3% | -88.7% | -85.0% |
| All | -58.5% | +39.5% | -98.0% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling