+56.8%
SAP vs PSKY
-70.7%
+127.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.3% | +2.4% | -2.6% | -0.5% |
| 30D | +2.6% | +17.5% | -14.9% | +0.8% |
| 3M | +16.3% | +4.4% | +11.8% | +15.6% |
| 6M | +6.4% | -9.0% | +15.4% | +7.1% |
| YTD | -11.4% | -18.6% | +7.2% | -10.1% |
| 1Y | -20.4% | -27.7% | +7.3% | -18.8% |
| 3Y | +56.5% | -16.9% | +73.4% | +51.3% |
| 5Y | +56.8% | -70.3% | +127.1% | +80.8% |
| All | +56.8% | -70.7% | +127.5% | +80.8% |
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