-70.5%
PSKY vs WY
-22.3%
-48.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +3.1% |
| 7D | -6.0% | -3.7% | -2.3% | -4.0% |
| 30D | +10.7% | -11.3% | +22.0% | +18.3% |
| 3M | +1.2% | -8.1% | +9.3% | +5.2% |
| 6M | +1.5% | -7.4% | +8.9% | +3.9% |
| YTD | -21.8% | -4.7% | -17.1% | -22.1% |
| 1Y | -30.2% | -9.2% | -21.0% | -28.5% |
| 3Y | -20.1% | -24.7% | +4.6% | -9.2% |
| 5Y | -70.5% | -21.6% | -48.9% | -67.7% |
| All | -70.5% | -22.3% | -48.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling