+193.0%
SE vs PSKY
-12.3%
+205.3%
-60.2%
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% | -0.7% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -2.5% | +24.0% | -26.4% | -4.6% |
| 3M | +21.7% | +2.2% | +19.5% | +21.3% |
| 6M | +27.0% | -9.0% | +36.0% | +27.5% |
| YTD | -12.1% | -18.1% | +6.0% | -11.3% |
| 1Y | -40.9% | -25.1% | -15.8% | -40.3% |
| All | +193.0% | -12.3% | +205.3% | +196.9% |
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