+102.2%
RF vs PSKY
-44.4%
+146.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.2% |
| 7D | +1.6% | -24.6% | +26.1% | -0.1% |
| 30D | -8.6% | -36.1% | +27.5% | -11.2% |
| 3M | +17.1% | -53.4% | +70.5% | +13.7% |
| 6M | +17.1% | -53.4% | +70.5% | +13.7% |
| YTD | +17.1% | -53.4% | +70.5% | +13.7% |
| 1Y | +22.3% | -58.4% | +80.7% | +20.3% |
| All | +102.2% | -44.4% | +146.6% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling