+53.1%
SGI vs PSKY
-78.0%
+131.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | -1.1% |
| 7D | +2.2% | -24.6% | +26.8% | +6.4% |
| 30D | -6.7% | -36.1% | +29.5% | -0.1% |
| 3M | -7.8% | -37.1% | +29.3% | -2.1% |
| 6M | -19.3% | -40.5% | +21.2% | -13.6% |
| YTD | -28.3% | -47.7% | +19.4% | -22.2% |
| 1Y | -24.5% | -58.4% | +33.8% | -15.1% |
| 3Y | +58.4% | -40.7% | +99.0% | +53.6% |
| All | +53.1% | -78.0% | +131.1% | +83.4% |
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