+12.9%
SHW vs PSKY
-71.8%
+84.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.2% |
| 7D | -3.2% | -6.8% | +3.6% | -2.6% |
| 30D | -11.4% | +10.2% | -21.6% | -12.2% |
| 3M | +3.5% | +0.3% | +3.2% | +3.3% |
| 6M | -3.4% | -7.8% | +4.4% | -3.0% |
| YTD | -0.3% | -23.0% | +22.6% | +1.4% |
| 1Y | -10.4% | -31.6% | +21.2% | -8.3% |
| 3Y | +21.3% | -21.3% | +42.6% | +18.1% |
| 5Y | +12.9% | -71.5% | +84.3% | +17.8% |
| All | +12.9% | -71.8% | +84.7% | +17.8% |
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