+32.8%
SNOW vs PSKY
-59.1%
+91.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +6.4% | +24.0% | -17.6% | +2.6% |
| 3M | +38.1% | +2.2% | +35.9% | +37.3% |
| 6M | +100.4% | -9.0% | +109.4% | +102.6% |
| YTD | +53.7% | -18.1% | +71.9% | +57.3% |
| 1Y | +52.0% | -25.1% | +77.1% | +56.2% |
| 3Y | +114.7% | -16.3% | +131.0% | +105.1% |
| 5Y | +8.8% | -70.4% | +79.1% | +12.8% |
| All | +32.8% | -59.1% | +91.9% | +17.2% |
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