+589.4%
SE vs PSKY
-77.2%
+666.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -2.5% | +24.0% | -26.4% | -7.2% |
| 3M | +21.7% | +2.2% | +19.5% | +20.8% |
| 6M | +27.0% | -9.0% | +36.0% | +28.7% |
| YTD | -12.1% | -18.1% | +6.0% | -9.2% |
| 1Y | -40.9% | -25.1% | -15.8% | -38.8% |
| 3Y | +191.0% | -16.3% | +207.3% | +170.6% |
| 5Y | -68.3% | -70.4% | +2.1% | -62.9% |
| All | +589.4% | -77.2% | +666.6% | +631.3% |
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