-35.1%
PSKY vs MTB
+306.1%
-341.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.2% | +1.7% | -1.9% | -1.1% |
| 30D | +24.0% | -4.2% | +28.2% | +26.9% |
| 3M | +2.2% | +8.9% | -6.7% | -2.9% |
| 6M | -9.0% | +10.9% | -19.8% | -14.7% |
| YTD | -18.1% | +21.5% | -39.6% | -27.7% |
| 1Y | -25.1% | +21.9% | -47.0% | -34.2% |
| 3Y | -16.3% | +109.2% | -125.6% | -47.6% |
| 5Y | -70.4% | +102.0% | -172.3% | -81.7% |
| 10Y | -74.2% | +171.9% | -246.1% | -88.0% |
| All | -35.1% | +306.1% | -341.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling