-70.5%
PSKY vs MDY
+43.9%
-114.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.5% |
| 7D | -6.0% | -2.5% | -3.5% | -3.5% |
| 30D | +10.7% | -5.0% | +15.7% | +16.6% |
| 3M | +1.2% | +0.5% | +0.7% | +0.4% |
| 6M | +1.5% | +8.0% | -6.5% | -7.0% |
| YTD | -21.8% | +12.2% | -33.9% | -31.5% |
| 1Y | -30.2% | +14.0% | -44.2% | -40.0% |
| 3Y | -20.1% | +48.2% | -68.3% | -51.6% |
| 5Y | -70.5% | +46.1% | -116.6% | -82.3% |
| All | -70.5% | +43.9% | -114.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling