-38.0%
PSKY vs TDY
+1,696.7%
-1,734.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -6.0% | -1.9% | -4.1% | -4.9% |
| 30D | +10.7% | -12.5% | +23.2% | +19.8% |
| 3M | +1.2% | -0.8% | +2.0% | +1.1% |
| 6M | +1.5% | -9.0% | +10.5% | +6.1% |
| YTD | -21.8% | +16.8% | -38.6% | -30.5% |
| 1Y | -30.2% | +9.5% | -39.6% | -35.7% |
| 3Y | -20.1% | +45.4% | -65.5% | -40.0% |
| 5Y | -70.5% | +37.8% | -108.3% | -77.3% |
| 10Y | -75.2% | +470.2% | -545.5% | -92.7% |
| All | -38.0% | +1,696.7% | -1,734.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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