-48.6%
PSKY vs UUUU
-92.0%
+43.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -6.8% | +1.8% | -8.7% | -7.0% |
| 30D | +10.2% | +1.8% | +8.4% | +10.0% |
| 3M | +0.3% | +1.3% | -1.0% | -0.3% |
| 6M | -7.8% | -26.8% | +19.0% | -6.2% |
| YTD | -23.0% | +0.1% | -23.0% | -24.9% |
| 1Y | -31.6% | +11.2% | -42.9% | -35.0% |
| 3Y | -21.3% | +97.7% | -119.0% | -31.6% |
| 5Y | -71.5% | +127.3% | -198.8% | -76.2% |
| 10Y | -75.6% | +532.6% | -608.2% | -83.0% |
| All | -48.6% | -92.0% | +43.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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