+59.8%
SAP vs PSKY
-13.9%
+73.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +9.0% | +24.0% | -15.0% | +7.8% |
| 3M | +14.9% | +2.2% | +12.8% | +14.7% |
| 6M | +11.9% | -9.0% | +20.9% | +12.1% |
| YTD | -9.9% | -18.1% | +8.2% | -9.5% |
| 1Y | -19.5% | -25.1% | +5.6% | -19.1% |
| All | +59.8% | -13.9% | +73.6% | +54.9% |
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