-38.0%
PSKY vs WTW
+399.3%
-437.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.2% |
| 7D | -6.0% | -7.8% | +1.8% | -1.4% |
| 30D | +10.7% | -7.9% | +18.5% | +15.9% |
| 3M | +1.2% | +19.9% | -18.8% | -10.1% |
| 6M | +1.5% | +9.8% | -8.3% | -6.0% |
| YTD | -21.8% | -3.3% | -18.4% | -22.6% |
| 1Y | -30.2% | -3.3% | -26.9% | -31.1% |
| 3Y | -20.1% | +61.5% | -81.6% | -45.0% |
| 5Y | -70.5% | +42.6% | -113.1% | -78.4% |
| 10Y | -75.2% | +197.1% | -272.3% | -90.0% |
| All | -38.0% | +399.3% | -437.2% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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