+370.3%
SHEL vs PSKY
-63.1%
+433.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +3.0% |
| 7D | +6.5% | -24.6% | +31.0% | +6.4% |
| 30D | +10.6% | -36.1% | +46.7% | +10.5% |
| 3M | +187.5% | -77.9% | +265.5% | +187.2% |
| 6M | +187.5% | -77.9% | +265.5% | +187.2% |
| YTD | +187.5% | -77.9% | +265.5% | +187.2% |
| 1Y | +187.5% | -77.9% | +265.5% | +187.2% |
| 3Y | +187.5% | -77.9% | +265.5% | +187.2% |
| 5Y | +163.5% | -80.0% | +243.5% | +171.7% |
| 10Y | +235.0% | -84.4% | +319.4% | +209.9% |
| All | +370.3% | -63.1% | +433.4% | +145.6% |
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