+528.0%
SO vs PSKY
-42.2%
+570.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -4.6% | +24.0% | -28.6% | -6.8% |
| 3M | -3.0% | +2.2% | -5.2% | -3.4% |
| 6M | -8.3% | -9.0% | +0.7% | -7.8% |
| YTD | +3.5% | -18.1% | +21.7% | +4.8% |
| 1Y | -0.9% | -25.1% | +24.2% | +0.6% |
| 3Y | +45.4% | -16.3% | +61.7% | +40.9% |
| 5Y | +59.6% | -70.4% | +130.0% | +69.9% |
| 10Y | +156.6% | -74.2% | +230.8% | +149.9% |
| All | +528.0% | -42.2% | +570.3% | +435.1% |
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