-35.1%
PSKY vs M
+32.8%
-67.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.6% |
| 7D | -0.2% | +4.7% | -4.9% | -2.0% |
| 30D | +24.0% | -9.6% | +33.6% | +28.8% |
| 3M | +2.2% | +0.9% | +1.3% | +0.8% |
| 6M | -9.0% | +22.3% | -31.2% | -17.3% |
| YTD | -18.1% | +6.5% | -24.7% | -22.3% |
| 1Y | -25.1% | +38.8% | -63.9% | -36.8% |
| 3Y | -16.3% | +115.9% | -132.2% | -47.3% |
| 5Y | -70.4% | +28.6% | -99.0% | -79.3% |
| 10Y | -74.2% | -2.5% | -71.6% | -85.1% |
| All | -35.1% | +32.8% | -67.9% | -80.7% |
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