-35.1%
PSKY vs MKC
+411.9%
-447.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -0.2% | -5.9% | +5.7% | +3.1% |
| 30D | +24.0% | -0.9% | +24.8% | +24.4% |
| 3M | +2.2% | +12.7% | -10.6% | -5.0% |
| 6M | -9.0% | -19.3% | +10.3% | +1.3% |
| YTD | -18.1% | -22.2% | +4.0% | -7.8% |
| 1Y | -25.1% | -23.3% | -1.8% | -15.2% |
| 3Y | -16.3% | -30.0% | +13.7% | -2.8% |
| 5Y | -70.4% | -33.8% | -36.6% | -65.5% |
| 10Y | -74.2% | +24.4% | -98.6% | -82.4% |
| All | -35.1% | +411.9% | -447.0% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling