-71.5%
S vs PSKY
-70.7%
-0.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -5.8% | +2.4% | -8.2% | -6.5% |
| 30D | -9.2% | +17.5% | -26.7% | -13.3% |
| 3M | +23.4% | +4.4% | +18.9% | +21.3% |
| 6M | +36.9% | -9.0% | +46.0% | +39.2% |
| YTD | +29.5% | -18.6% | +48.1% | +34.5% |
| 1Y | +5.4% | -27.7% | +33.1% | +12.2% |
| 3Y | +14.7% | -16.9% | +31.6% | +6.1% |
| 5Y | -71.5% | -70.3% | -1.3% | -60.4% |
| All | -71.5% | -70.7% | -0.8% | -60.4% |
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 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