-32.3%
PSKY vs STLA
+185.9%
-218.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -24.6% | -2.5% | -22.1% | -23.7% |
| 30D | -36.1% | -16.9% | -19.2% | -32.2% |
| 3M | -53.8% | -57.8% | +4.0% | -36.9% |
| 6M | -53.8% | -57.8% | +4.0% | -36.9% |
| YTD | -53.8% | -57.8% | +4.0% | -36.9% |
| 1Y | -58.4% | -57.3% | -1.1% | -43.4% |
| 3Y | -40.7% | -74.4% | +33.7% | -11.1% |
| 5Y | -80.0% | -70.0% | -10.0% | -71.6% |
| 10Y | -84.4% | +30.1% | -114.5% | -83.5% |
| All | -32.3% | +185.9% | -218.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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