-68.1%
PSKY vs TPG
+71.4%
-139.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +3.1% |
| 7D | -6.0% | -11.8% | +5.8% | -1.5% |
| 30D | +10.7% | -6.3% | +16.9% | +13.2% |
| 3M | +1.2% | +13.6% | -12.4% | -4.2% |
| 6M | +1.5% | +13.8% | -12.3% | -4.4% |
| YTD | -21.8% | -23.7% | +2.0% | -14.6% |
| 1Y | -30.2% | -18.2% | -12.0% | -26.3% |
| 3Y | -20.1% | +80.1% | -100.2% | -48.0% |
| All | -68.1% | +71.4% | -139.5% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling