-16.9%
PSKY vs SAN
+356.8%
-373.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.4% | +3.3% | -1.0% | +1.5% |
| 30D | +17.5% | +1.1% | +16.4% | +17.1% |
| 3M | +4.4% | +22.2% | -17.8% | -1.3% |
| 6M | -9.0% | +36.0% | -45.0% | -17.1% |
| YTD | -18.6% | +28.2% | -46.8% | -25.4% |
| 1Y | -27.7% | +54.1% | -81.9% | -38.1% |
| 3Y | -16.9% | +354.2% | -371.1% | -60.1% |
| All | -16.9% | +356.8% | -373.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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