-39.9%
PSKY vs SAN
+274.4%
-314.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.6% |
| 7D | -24.6% | -1.4% | -23.2% | -24.3% |
| 30D | -36.1% | -9.8% | -26.4% | -34.8% |
| 3M | -37.1% | +8.3% | -45.4% | -37.8% |
| 6M | -40.5% | +9.5% | -50.0% | -41.4% |
| YTD | -47.7% | +14.8% | -62.5% | -49.8% |
| 1Y | -58.4% | +36.0% | -94.4% | -62.3% |
| All | -39.9% | +274.4% | -314.3% | -64.8% |
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