-38.3%
PSKY vs MDY
+14.6%
-52.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | +11.6% | -4.6% | +16.2% | +13.3% |
| 3M | +1.5% | -1.2% | +2.8% | +1.9% |
| 6M | +7.7% | +9.2% | -1.5% | +4.8% |
| YTD | -20.1% | +13.1% | -33.2% | -23.6% |
| 1Y | -38.3% | +13.0% | -51.3% | -41.5% |
| All | -38.3% | +14.6% | -52.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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