-35.1%
PSKY vs SAN
+274.4%
-309.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -0.2% | +1.8% | -2.0% | -1.0% |
| 30D | +24.0% | +2.0% | +22.0% | +22.7% |
| 3M | +2.2% | +19.7% | -17.6% | -7.4% |
| 6M | -9.0% | +30.6% | -39.6% | -22.1% |
| YTD | -18.1% | +28.8% | -47.0% | -30.4% |
| 1Y | -25.1% | +57.8% | -82.9% | -42.8% |
| 3Y | -16.3% | +338.1% | -354.5% | -64.2% |
| 5Y | -70.4% | +384.2% | -454.6% | -88.4% |
| 10Y | -74.2% | +353.2% | -427.3% | -90.8% |
| All | -35.1% | +274.4% | -309.5% | -82.6% |
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