-17.7%
PSKY vs MKC
-31.4%
+13.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | +11.6% | -3.1% | +14.7% | +12.6% |
| 3M | +1.5% | +5.2% | -3.7% | -0.1% |
| 6M | +7.7% | -12.8% | +20.5% | +12.4% |
| YTD | -20.1% | -23.3% | +3.2% | -12.8% |
| 1Y | -38.3% | -24.1% | -14.2% | -32.5% |
| 3Y | -17.7% | -32.1% | +14.4% | -7.0% |
| All | -17.7% | -31.4% | +13.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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