-38.0%
PSKY vs MKTX
+1,584.9%
-1,622.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | +10.7% | +0.8% | +9.8% | +10.4% |
| 3M | +1.2% | +41.1% | -40.0% | -9.9% |
| 6M | +1.5% | -9.5% | +11.0% | +2.6% |
| YTD | -21.8% | -8.7% | -13.1% | -21.0% |
| 1Y | -30.2% | -10.0% | -20.2% | -29.4% |
| 3Y | -20.1% | -24.6% | +4.5% | -17.9% |
| 5Y | -70.5% | -60.3% | -10.2% | -64.1% |
| 10Y | -75.2% | +5.0% | -80.3% | -79.4% |
| All | -38.0% | +1,584.9% | -1,622.8% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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