-38.3%
PSKY vs TW
-14.2%
-24.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -2.4% | -4.5% | +2.1% | -1.9% |
| 30D | +11.6% | -2.3% | +13.8% | +11.8% |
| 3M | +1.5% | +2.6% | -1.1% | +1.0% |
| 6M | +7.7% | -17.5% | +25.3% | +9.8% |
| YTD | -20.1% | -5.3% | -14.8% | -19.5% |
| 1Y | -38.3% | -14.8% | -23.5% | -38.4% |
| All | -38.3% | -14.2% | -24.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling