-19.4%
PSKY vs MDY
+47.3%
-66.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.3% |
| 7D | -6.0% | -2.5% | -3.5% | -4.1% |
| 30D | +10.7% | -5.0% | +15.7% | +15.1% |
| 3M | +1.2% | +0.5% | +0.7% | +0.6% |
| 6M | +1.5% | +8.0% | -6.5% | -4.8% |
| YTD | -21.8% | +12.2% | -33.9% | -29.2% |
| 1Y | -30.2% | +14.0% | -44.2% | -37.7% |
| All | -19.4% | +47.3% | -66.7% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling