+56.2%
PYPL vs PSKY
-84.1%
+140.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.3% |
| 7D | +2.1% | -24.6% | +26.7% | +7.6% |
| 30D | +4.9% | -36.1% | +41.1% | +14.5% |
| 3M | -14.7% | -54.8% | +40.1% | -3.0% |
| 6M | -14.7% | -54.8% | +40.1% | -3.0% |
| YTD | -14.7% | -54.8% | +40.1% | -3.0% |
| 1Y | -13.2% | -58.4% | +45.2% | +0.4% |
| 3Y | +0.6% | -40.7% | +41.3% | -0.7% |
| 5Y | -78.6% | -80.0% | +1.4% | -73.4% |
| 10Y | +46.1% | -84.4% | +130.5% | +50.6% |
| All | +56.2% | -84.1% | +140.3% | +58.6% |
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