+7.5%
SMR vs PSKY
-62.9%
+70.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -2.3% |
| 7D | +13.1% | -6.8% | +19.9% | +14.6% |
| 30D | +17.8% | +10.2% | +7.5% | +15.6% |
| 3M | +8.1% | +0.3% | +7.8% | +7.8% |
| 6M | -11.1% | -7.8% | -3.3% | -10.0% |
| YTD | -23.7% | -23.0% | -0.7% | -20.7% |
| 1Y | -69.4% | -31.6% | -37.8% | -67.5% |
| 3Y | +82.6% | -21.3% | +103.9% | +82.3% |
| All | +7.5% | -62.9% | +70.4% | +16.7% |
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