-39.4%
PSKY vs SM
+15.9%
-55.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.3% | -10.1% | -3.6% |
| 7D | -24.6% | +6.8% | -31.3% | -23.3% |
| 30D | -36.1% | +1.2% | -37.3% | -36.1% |
| 3M | -53.8% | +121.3% | -175.1% | -30.2% |
| 6M | -53.8% | +121.3% | -175.1% | -30.2% |
| YTD | -53.8% | +121.3% | -175.1% | -30.2% |
| 1Y | -58.4% | +88.9% | -147.2% | -35.8% |
| All | -39.4% | +15.9% | -55.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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