-35.5%
PSKY vs WY
+86.9%
-122.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | +0.4% |
| 7D | +2.4% | -2.1% | +4.4% | +3.7% |
| 30D | +17.5% | -10.5% | +28.0% | +25.8% |
| 3M | +4.4% | -4.9% | +9.3% | +6.6% |
| 6M | -9.0% | -4.9% | -4.1% | -8.0% |
| YTD | -18.6% | -1.7% | -16.9% | -20.1% |
| 1Y | -27.7% | -9.4% | -18.3% | -25.6% |
| 3Y | -16.9% | -22.3% | +5.4% | -7.3% |
| 5Y | -70.3% | -20.5% | -49.7% | -67.5% |
| 10Y | -74.9% | +4.9% | -79.9% | -80.3% |
| All | -35.5% | +86.9% | -122.4% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling