-35.5%
PSKY vs MDY
+551.3%
-586.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | +2.4% | +1.0% | +1.3% | +1.2% |
| 30D | +17.5% | -3.1% | +20.6% | +21.9% |
| 3M | +4.4% | +1.8% | +2.6% | +1.8% |
| 6M | -9.0% | +10.8% | -19.8% | -20.1% |
| YTD | -18.6% | +14.4% | -33.0% | -31.5% |
| 1Y | -27.7% | +15.2% | -42.9% | -39.8% |
| 3Y | -16.9% | +51.2% | -68.0% | -51.1% |
| 5Y | -70.3% | +47.2% | -117.5% | -81.6% |
| 10Y | -74.9% | +171.1% | -246.1% | -92.8% |
| All | -35.5% | +551.3% | -586.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling