+130.8%
SLB vs PSKY
-70.3%
+201.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +15.8% | +24.0% | -8.1% | +13.1% |
| 3M | -0.3% | +2.2% | -2.5% | -0.7% |
| 6M | +21.3% | -9.0% | +30.3% | +22.1% |
| YTD | +52.3% | -18.1% | +70.4% | +54.7% |
| 1Y | +63.6% | -25.1% | +88.7% | +66.9% |
| 3Y | +3.8% | -16.3% | +20.1% | +0.6% |
| All | +130.8% | -70.3% | +201.1% | +210.4% |
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