-17.7%
PSKY vs WY
-24.8%
+7.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | +11.6% | -10.1% | +21.7% | +16.4% |
| 3M | +1.5% | -8.5% | +10.0% | +4.6% |
| 6M | +7.7% | -3.3% | +11.0% | +7.1% |
| YTD | -20.1% | -4.4% | -15.7% | -20.7% |
| 1Y | -38.3% | -11.5% | -26.8% | -36.2% |
| 3Y | -17.7% | -24.3% | +6.6% | -14.2% |
| All | -17.7% | -24.8% | +7.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling