-14.6%
SNPS vs PSKY
-12.8%
-1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -5.5% | +2.4% | -7.9% | -5.6% |
| 30D | -5.8% | +17.5% | -23.3% | -6.6% |
| 3M | -17.2% | +4.4% | -21.6% | -17.5% |
| 6M | -10.4% | -9.0% | -1.3% | -10.2% |
| YTD | -16.5% | -18.6% | +2.1% | -15.9% |
| 1Y | -35.6% | -27.7% | -7.9% | -34.9% |
| 3Y | -14.6% | -16.9% | +2.2% | -16.6% |
| All | -14.6% | -12.8% | -1.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling