-78.0%
PSKY vs SAN
+317.1%
-395.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | -24.6% | -1.4% | -23.2% | -24.1% |
| 30D | -36.1% | -9.8% | -26.4% | -33.5% |
| 3M | -37.1% | +8.3% | -45.4% | -39.4% |
| 6M | -40.5% | +9.5% | -50.0% | -43.1% |
| YTD | -47.7% | +14.8% | -62.5% | -51.7% |
| 1Y | -58.4% | +36.0% | -94.4% | -64.6% |
| 3Y | -40.7% | +290.3% | -331.0% | -71.2% |
| All | -78.0% | +317.1% | -395.1% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling