+320.3%
SHEL vs PSKY
-42.6%
+362.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +1.9% | +2.4% | -0.4% | +1.3% |
| 30D | +8.7% | +17.5% | -8.9% | +4.2% |
| 3M | +11.0% | +4.4% | +6.5% | +9.2% |
| 6M | +14.6% | -9.0% | +23.6% | +15.5% |
| YTD | +33.3% | -18.6% | +51.9% | +37.0% |
| 1Y | +37.9% | -27.7% | +65.6% | +43.6% |
| 3Y | +69.7% | -16.9% | +86.6% | +55.4% |
| 5Y | +190.2% | -70.3% | +260.4% | +231.1% |
| 10Y | +197.0% | -74.9% | +271.9% | +196.3% |
| All | +320.3% | -42.6% | +362.8% | +139.4% |
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 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