+550.6%
ROKU vs PSKY
-78.4%
+629.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +0.3% |
| 7D | -3.0% | -6.8% | +3.8% | -0.7% |
| 30D | +0.7% | +10.2% | -9.6% | -2.8% |
| 3M | +26.5% | +0.3% | +26.2% | +25.6% |
| 6M | +52.6% | -7.8% | +60.4% | +55.3% |
| YTD | +40.9% | -23.0% | +63.9% | +51.2% |
| 1Y | +57.6% | -31.6% | +89.3% | +72.6% |
| 3Y | +83.2% | -21.3% | +104.5% | +72.8% |
| 5Y | -54.8% | -71.5% | +16.6% | -40.6% |
| All | +550.6% | -78.4% | +629.1% | +830.6% |
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