+58.7%
SO vs PSKY
-70.7%
+129.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.0% | +2.4% | -1.3% | +0.9% |
| 30D | -3.2% | +17.5% | -20.7% | -4.0% |
| 3M | -1.7% | +4.4% | -6.1% | -2.0% |
| 6M | -7.2% | -9.0% | +1.8% | -7.0% |
| YTD | +4.6% | -18.6% | +23.2% | +5.3% |
| 1Y | +1.2% | -27.7% | +28.9% | +2.3% |
| 3Y | +45.3% | -16.9% | +62.1% | +43.1% |
| 5Y | +58.7% | -70.3% | +129.0% | +62.0% |
| All | +58.7% | -70.7% | +129.4% | +62.0% |
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