+351.4%
PSX vs PSKY
-78.0%
+429.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.1% |
| 7D | +5.4% | -24.6% | +30.0% | +4.1% |
| 30D | +14.0% | -36.1% | +50.2% | +11.8% |
| 3M | +117.7% | -53.8% | +171.6% | +112.9% |
| 6M | +117.7% | -53.8% | +171.6% | +112.9% |
| YTD | +117.7% | -53.8% | +171.6% | +112.9% |
| 1Y | +135.2% | -58.4% | +193.5% | +132.8% |
| 3Y | +189.5% | -40.7% | +230.2% | +163.0% |
| All | +351.4% | -78.0% | +429.4% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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