-69.8%
PSKY vs SPY
+81.8%
-151.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +2.4% | +0.5% | +1.8% | +1.8% |
| 30D | +17.5% | -0.9% | +18.5% | +18.7% |
| 3M | +4.4% | +3.9% | +0.6% | +0.6% |
| 6M | -9.0% | +14.5% | -23.5% | -20.3% |
| YTD | -18.6% | +12.9% | -31.5% | -27.9% |
| 1Y | -27.7% | +19.4% | -47.1% | -39.4% |
| 3Y | -16.9% | +78.5% | -95.3% | -58.0% |
| All | -69.8% | +81.8% | -151.7% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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