+549.9%
SO vs PSKY
-63.1%
+613.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.1% | +2.7% |
| 7D | +5.8% | -24.6% | +30.4% | +8.3% |
| 30D | +4.8% | -36.1% | +40.9% | +9.0% |
| 3M | +1.0% | -37.1% | +38.1% | +4.2% |
| 6M | -2.3% | -40.5% | +38.2% | +1.3% |
| YTD | +7.1% | -47.7% | +54.8% | +12.0% |
| 1Y | -4.3% | -58.4% | +54.0% | +2.2% |
| 3Y | +49.8% | -40.7% | +90.5% | +48.2% |
| 5Y | +73.4% | -80.0% | +153.4% | +89.4% |
| 10Y | +172.1% | -84.4% | +256.5% | +175.7% |
| All | +549.9% | -63.1% | +613.0% | +471.7% |
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 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