+1,112.1%
PSX vs PSKY
-55.4%
+1,167.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +26.6% | +24.0% | +2.6% | +20.8% |
| 3M | +39.3% | +2.2% | +37.1% | +38.1% |
| 6M | +56.8% | -9.0% | +65.8% | +58.1% |
| YTD | +101.8% | -18.1% | +120.0% | +106.6% |
| 1Y | +99.6% | -25.1% | +124.7% | +105.4% |
| 3Y | +140.3% | -16.3% | +156.7% | +123.3% |
| 5Y | +339.3% | -70.4% | +409.7% | +413.3% |
| 10Y | +369.9% | -74.2% | +444.0% | +332.3% |
| All | +1,112.1% | -55.4% | +1,167.5% | +726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling