-70.5%
PSKY vs MKC
-33.9%
-36.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -6.0% | -2.8% | -3.2% | -5.0% |
| 30D | +10.7% | -3.4% | +14.0% | +11.9% |
| 3M | +1.2% | +3.8% | -2.6% | -0.3% |
| 6M | +1.5% | -17.9% | +19.4% | +8.5% |
| YTD | -21.8% | -23.6% | +1.9% | -14.3% |
| 1Y | -30.2% | -23.1% | -7.1% | -23.8% |
| 3Y | -20.1% | -31.5% | +11.4% | -10.2% |
| 5Y | -70.5% | -33.1% | -37.4% | -68.6% |
| All | -70.5% | -33.9% | -36.6% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling