+2,896.0%
SHW vs PSKY
-42.2%
+2,938.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -9.5% | +24.0% | -33.5% | -13.4% |
| 3M | +11.5% | +2.2% | +9.3% | +10.7% |
| 6M | -3.5% | -9.0% | +5.4% | -2.7% |
| YTD | +3.7% | -18.1% | +21.9% | +6.1% |
| 1Y | -7.9% | -25.1% | +17.2% | -5.3% |
| 3Y | +24.7% | -16.3% | +41.0% | +16.9% |
| 5Y | +13.6% | -70.4% | +84.0% | +27.6% |
| 10Y | +283.0% | -74.2% | +357.1% | +279.5% |
| All | +2,896.0% | -42.2% | +2,938.2% | +2,382.5% |
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