-70.5%
PSKY vs MTB
+101.1%
-171.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.4% |
| 7D | -6.0% | -0.4% | -5.5% | -5.8% |
| 30D | +10.7% | -4.6% | +15.3% | +13.2% |
| 3M | +1.2% | +7.4% | -6.3% | -2.6% |
| 6M | +1.5% | +18.7% | -17.2% | -7.5% |
| YTD | -21.8% | +21.1% | -42.8% | -30.0% |
| 1Y | -30.2% | +24.1% | -54.2% | -38.5% |
| 3Y | -20.1% | +115.3% | -135.4% | -51.0% |
| 5Y | -70.5% | +106.0% | -176.5% | -82.2% |
| All | -70.5% | +101.1% | -171.6% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling