-40.1%
PSKY vs WU
-19.6%
-20.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -0.2% | -0.8% | +0.6% | +0.3% |
| 30D | +24.0% | -1.1% | +25.1% | +24.6% |
| 3M | +2.2% | -3.9% | +6.0% | +1.6% |
| 6M | -9.0% | -20.7% | +11.7% | +0.5% |
| YTD | -18.1% | -18.4% | +0.2% | -11.8% |
| 1Y | -25.1% | -8.1% | -17.0% | -26.1% |
| 3Y | -16.3% | -24.2% | +7.8% | -11.2% |
| 5Y | -70.4% | -50.4% | -19.9% | -60.1% |
| 10Y | -74.2% | -40.0% | -34.1% | -70.8% |
| All | -40.1% | -19.6% | -20.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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