-81.6%
PYPL vs PSKY
-71.8%
-9.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -0.6% |
| 7D | -4.3% | -6.8% | +2.5% | -2.7% |
| 30D | -11.5% | +10.2% | -21.7% | -13.5% |
| 3M | +26.1% | +0.3% | +25.9% | +25.7% |
| 6M | +13.7% | -7.8% | +21.4% | +15.0% |
| YTD | -9.8% | -23.0% | +13.1% | -5.6% |
| 1Y | -22.1% | -31.6% | +9.6% | -17.1% |
| 3Y | -13.5% | -21.3% | +7.8% | -18.1% |
| 5Y | -81.6% | -71.5% | -10.1% | -75.3% |
| All | -81.6% | -71.8% | -9.8% | -75.3% |
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