+1,293.0%
PSX vs PSKY
-71.5%
+1,364.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +2.0% |
| 7D | +5.4% | -24.6% | +30.0% | +8.6% |
| 30D | +14.0% | -36.1% | +50.2% | +19.9% |
| 3M | +117.7% | -53.8% | +171.6% | +128.5% |
| 6M | +117.7% | -53.8% | +171.6% | +128.5% |
| YTD | +117.7% | -53.8% | +171.6% | +128.5% |
| 1Y | +135.2% | -58.4% | +193.5% | +152.7% |
| 3Y | +189.5% | -40.7% | +230.2% | +162.5% |
| 5Y | +332.8% | -80.0% | +412.8% | +398.1% |
| 10Y | +437.0% | -84.4% | +521.4% | +408.8% |
| All | +1,293.0% | -71.5% | +1,364.5% | +852.4% |
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