-20.7%
PSKY vs MTB
+112.6%
-133.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -6.8% | +1.1% | -7.9% | -7.3% |
| 30D | +10.2% | -4.6% | +14.9% | +12.5% |
| 3M | +0.3% | +6.3% | -6.0% | -2.5% |
| 6M | -7.8% | +15.6% | -23.4% | -13.9% |
| YTD | -23.0% | +20.6% | -43.5% | -30.4% |
| 1Y | -31.6% | +22.5% | -54.2% | -38.9% |
| All | -20.7% | +112.6% | -133.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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