+5.9%
PSKY vs STLA
+263.8%
-257.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -0.2% | +2.6% | -2.8% | -0.8% |
| 30D | +24.0% | -1.2% | +25.2% | +24.1% |
| 3M | +2.2% | -24.8% | +26.9% | +9.1% |
| 6M | -9.0% | -25.6% | +16.6% | -2.9% |
| YTD | -18.1% | -48.9% | +30.8% | -5.4% |
| 1Y | -25.1% | -38.8% | +13.7% | -18.0% |
| 3Y | -16.3% | -64.5% | +48.2% | +2.0% |
| 5Y | -70.4% | -62.4% | -7.9% | -64.9% |
| 10Y | -74.2% | +55.4% | -129.6% | -77.1% |
| All | +5.9% | +263.8% | -257.9% | -13.0% |
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