-73.8%
PSKY vs TW
+221.1%
-294.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | +24.0% | +3.9% | +20.0% | +22.5% |
| 3M | +2.2% | +5.7% | -3.5% | 0.0% |
| 6M | -9.0% | -14.5% | +5.5% | -5.4% |
| YTD | -18.1% | -0.9% | -17.3% | -18.9% |
| 1Y | -25.1% | -13.5% | -11.6% | -22.8% |
| 3Y | -16.3% | +25.0% | -41.3% | -26.8% |
| 5Y | -70.4% | +22.7% | -93.1% | -74.7% |
| All | -73.8% | +221.1% | -294.9% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling