+4,397.1%
PWR vs PSKY
-42.2%
+4,439.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | -8.6% | +24.0% | -32.5% | -14.5% |
| 3M | -13.2% | +2.2% | -15.3% | -14.3% |
| 6M | +9.9% | -9.0% | +18.9% | +10.8% |
| YTD | +48.0% | -18.1% | +66.2% | +52.1% |
| 1Y | +66.2% | -25.1% | +91.3% | +71.9% |
| 3Y | +195.1% | -16.3% | +211.4% | +159.3% |
| 5Y | +442.6% | -70.4% | +512.9% | +533.4% |
| 10Y | +2,334.2% | -74.2% | +2,408.4% | +2,291.0% |
| All | +4,397.1% | -42.2% | +4,439.4% | +2,480.7% |
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