-17.7%
PSKY vs SNY
-9.6%
-8.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +11.6% | -2.2% | +13.7% | +12.1% |
| 3M | +1.5% | -3.0% | +4.6% | +2.2% |
| 6M | +7.7% | +2.7% | +5.0% | +6.8% |
| YTD | -20.1% | -6.8% | -13.3% | -19.0% |
| 1Y | -38.3% | -5.3% | -33.0% | -37.7% |
| 3Y | -17.7% | -9.8% | -8.0% | -17.7% |
| All | -17.7% | -9.6% | -8.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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