-52.0%
ROKU vs PSKY
-70.1%
+18.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.4% |
| 7D | -0.4% | -2.4% | +2.0% | +0.5% |
| 30D | +2.1% | +11.6% | -9.5% | -2.8% |
| 3M | +29.5% | +1.5% | +28.0% | +27.7% |
| 6M | +53.8% | +7.7% | +46.1% | +47.1% |
| YTD | +42.8% | -20.1% | +62.9% | +53.1% |
| 1Y | +60.7% | -38.3% | +99.0% | +89.2% |
| 3Y | +83.9% | -17.7% | +101.6% | +59.4% |
| All | -52.0% | -70.1% | +18.1% | -21.6% |
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 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