+51.4%
PYPL vs PSKY
-75.1%
+126.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -4.9% | +24.0% | -28.9% | -9.4% |
| 3M | +28.9% | +2.2% | +26.7% | +28.0% |
| 6M | +18.2% | -9.0% | +27.2% | +19.9% |
| YTD | -5.0% | -18.1% | +13.1% | -2.1% |
| 1Y | -18.8% | -25.1% | +6.3% | -15.6% |
| 3Y | -12.6% | -16.3% | +3.8% | -17.4% |
| 5Y | -80.8% | -70.4% | -10.4% | -77.4% |
| 10Y | +49.9% | -74.2% | +124.1% | +40.0% |
| All | +51.4% | -75.1% | +126.5% | +43.3% |
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 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