+90.1%
RF vs PSKY
-70.3%
+160.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -3.6% | +24.0% | -27.6% | -7.2% |
| 3M | +8.1% | +2.2% | +5.9% | +7.4% |
| 6M | +11.5% | -9.0% | +20.4% | +12.4% |
| YTD | +15.6% | -18.1% | +33.7% | +18.0% |
| 1Y | +15.7% | -25.1% | +40.8% | +18.7% |
| 3Y | +86.9% | -16.3% | +103.2% | +76.1% |
| All | +90.1% | -70.3% | +160.4% | +156.5% |
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