-58.5%
PSKY vs SAN
+233.6%
-292.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.2% |
| 7D | -24.6% | -1.4% | -23.2% | -23.9% |
| 30D | -36.1% | -9.8% | -26.4% | -32.5% |
| 3M | -37.1% | +8.3% | -45.4% | -40.6% |
| 6M | -40.5% | +9.5% | -50.0% | -44.3% |
| YTD | -47.7% | +14.8% | -62.5% | -53.2% |
| 1Y | -58.4% | +36.0% | -94.4% | -66.0% |
| 3Y | -40.7% | +290.3% | -331.0% | -73.3% |
| 5Y | -80.0% | +303.7% | -383.7% | -91.5% |
| 10Y | -84.4% | +317.4% | -401.8% | -94.2% |
| All | -58.5% | +233.6% | -292.1% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling