-67.5%
PSKY vs TPG
+74.1%
-141.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -2.4% | -9.4% | +7.0% | +1.3% |
| 30D | +11.6% | -5.3% | +16.8% | +13.7% |
| 3M | +1.5% | +12.9% | -11.4% | -3.6% |
| 6M | +7.7% | +20.1% | -12.4% | -0.6% |
| YTD | -20.1% | -22.5% | +2.4% | -13.3% |
| 1Y | -38.3% | -19.7% | -18.6% | -34.4% |
| 3Y | -17.7% | +81.2% | -98.9% | -46.5% |
| All | -67.5% | +74.1% | -141.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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